I can also understand your hesitancy to again seek help. It has been shown that some depressions can be ameliorated through medication only. (After 6 months it is the same benefit as psychotherapy only for 6 months. The best treatment is usually both, though.)
Are you also considering going back on medication? Going for psychotherapy is a positive action that shows you are interested in becoming a better person. People go to therapy for many things, more than "just" mental illness.
Tears are not required.