Can LPC's diagnose, or do I need to go to a psychiatrist for that?

For some reason I'm obsessed with having a diagnosis of what's "wrong" with me, but I'm not sure my counselor will/can do it.

I went to a psychiatrist a few weeks ago and she prescribed Zoloft and Xanax for my anxiety problems. After a week the Zoloft made me so sick I had to stop it and she said just take the Xanax as needed.

Is it important to have a true diagnosis, and if so do I need to go to the psych for that?