Yeah, been there, done that, got the t-shirt!
When I first started this my dh was definitely not supportive. He was threatened and concerned our lifestyle would change (e.g., I wouldn't want to go out to eat anymore). In my case, dh also had to lose a lot of weight. It took a while for him to get out of the habit of bringing me food! After a few months he was fully onboard and we are now on this journey together.
Sit down and talk to him, as the others have suggested. Tell him that this is important and why. DO make him part of the process. Assure him you love him. Try to find out why he's doing this. I like the idea of telling him what you will do if he does bring food home.
And in all this, know that he probably can't change overnight. You may need to be strong for a while, before he really gets it!
Good luck!