I did so today. It went well. We worked out a truthful way to address it that shouldn't hurt my wife. To sum it up, I simply tell my wife that since I couldn't find support in my marriage, I found it in therapy. Things have gotten better btween my wife and I and I think she'll agree that we haven't been supportive to each other. We think this is a good way to go.
Now for the bad part. And I didn't see this coming. My T told me that I shouldn't come to her anymore for individual therapy. This is for 2 reasons. 1, so my wife doesn't suspect that I'm going to see my therapist for any reasons other than therapy. 2, it's for my own good. While I had already had these thoughts, and deep down I agree, I hated to hear it. I just didn't think she would do that. That REALLY sucks.
I had been going to a different individual therapist before I told my marriage T about this so she suggest I go to him.
Thanks for all of your support through this.
-Brad