Courteney Cox has quickly come out in support of estranged husband David Arquette's decision to enter rehab for alcohol and depression. "I really admire David and his choice to take charge and better his life," the actress tells PEOPLE. "I love and support him."

Arquette checked himself into an unidentified facility over the holiday weekend following months of erratic behavior that included several revealing conversations with friend and shock jock Howard Stern.

During a segment on Stern's radio show last month, Arquette admitted he was having a hard time dealing with his split from Cox, his wife of 11 years and mother of his 6-year-old daughter, Coco. "I've been drinking a lot because I'm heartbroken," he admitted. "It's really a personal, traumatic thing."

Before seeking help, the 'Scream' actor hosted a New Year's Eve party at his Arquette & Beacher's Madhouse Theater in Los Angeles.