Any Advice?

This week I find myself facing a rather unusual challenge. At least it is for me. My brother has had a girl friend for about the past 6 months. They were inseparable. They worked together and spent all their spare time together. She had a difficult life growing up and faced many hardships as a child and teen. She struggled with depression and was currently and undergoing treatment. This however wasn't enough to help her see the brighter side of life and took her own over the weekend.
According to my brother they had an argument on Friday, and that was the last anyone had heard from her. Her parents found her Sunday morning when they went to wake her for church. Of course my brother feels a little guilty since they had a fight, and blames himself to a degree for what happened. He is so devastated right now that our family fears he may try to follow in his footsteps. We don't know what to say or how to say it. Of course we don't want him to do anything drastic, but we are all a little scared. I can think of lots of things to say that are based on gospel principles but the problem is that he says he doesn't have faith in those things anymore.
Nobody in my family has ever had to face a suicide before. I'm not sure what to do. I love my brother and want to help him. It's a lot easier to deal with the natural or accidental death of someone, but this is so foreign to me I don't even know where to begin. If any of you have any advice on how to approach this sensitive situation it would be appreciated.