It could be a new villain. Maybe a villain who targets Naruto's loved ones and Naruto is unable to save them. This failure would cause him great heartbreak. For instance, if the villain kidnapped Hinata and Naruto couldn't rescue her in time.
Another character could be Kakashi. Maybe he has to make a tough decision that goes against Fem Naruto's wishes. For example, not allowing her to go on a dangerous mission she really wants to. This could make Fem Naruto feel betrayed and heartbroken, as Kakashi is a respected figure in her life.
It could be about Naruto facing a great loss, like the death of a dear friend. This might shatter his spirit and make him question his beliefs and path.
Danzo is another suspect. He has his own dark ways and has made decisions that could easily piss Naruto off, like using underhanded methods against his friends or the village.
One common theme is unrequited love. For example, a character might love another deeply but that love is not returned. This creates a lot of heartbreak as they watch the person they love be with someone else or not even notice their feelings.
In some fanfictions, the cause could be a curse. There could be an old enemy of the village or someone with a vendetta against Naruto who placed a curse on him. This curse could be slowly draining his life force, causing him to become sick. Or, it could be related to the tailed beast inside him. Maybe there was some imbalance in the chakra of the Nine - Tails that was affecting Naruto's health. It's also possible that he caught a strange and rare disease from an unknown source during one of his travels to a far - off land.
Maybe Naruto discovers that the village he has been trying so hard to protect has been using him all along. He might find out some dark secrets about the Hidden Leaf, like they were involved in something immoral and were just using his power, which would shatter his idealistic view of the village and leave him heartbroken.
He might isolate himself. Naruto has always been a social person, but the heartbreak could be so intense that he just wants to be alone. He might go to his favorite training spot and just train by himself for days, trying to forget the pain through physical exertion.
It could be a genjutsu cast by an unknown enemy. This enemy might be targeting Naruto specifically to make him vulnerable. They could be using sleep paralysis as a way to weaken his mental state before a bigger attack.
It could be Annabeth. Maybe they had a huge fight over something important, like the future of their relationship or a difference in their values regarding their demigod duties. And this fight led to Annabeth leaving Percy, which broke his heart.
Well, it could be from a fight with a powerful enemy. Maybe he faced off against a rogue ninja and got injured during the battle.