It's a common phrase in Spanish that can have different connotations depending on the context. For example, it could be used:
* To express solidarity: "You're going through a tough time, and your war is my war too."
* To emphasize the personal nature of a conflict: "You have your own battles to fight, and I have mine."
* In a rhetorical way: "You say you're fighting for peace, but what about your own war?"
The exact meaning will depend on the tone and the context in which it's used.