She supported me emotionally.

Literal

She [topic-は] me [object-を] mentally helped [for my benefit-てくれた].

精神的に is the adverbial form of 精神的 ('mental, emotional, spiritual,' literally 'spirit-like'), built with the productive な-adjective suffix ~的 ('-like, -ic, -al') on 精神 ('spirit, mind'). This ~的 suffix is one of Japanese's most prolific borrowed-from-Chinese coinage tools — 個人的 ('personal'), 社会的 ('social'), 経済的 ('economic'), 一般的 ('general') — used to turn nouns into pseudo-adjectival concepts. With the adverbial に, it modifies how the helping was done. The benefactive ~てくれる adds the speaker's gratitude.