When I first started therapy my husband knew and was ok about it but never really asked much about it. He doesnt really seem to understand depression and how therapy can help. After I felt much better and felt I could cope on my own, I stopped.
Six months ago I felt like I needed to go again and so I started therapy again and have not told my husband. I am paying for it myself and don't feel like he has to know. I suppose that I don't want to tell him as I think he would probably think it's a waste of money, it is expensive but I find it very helpful.
If you don't feel like telling your husband then thats up to you, I wouldnt feel guilty about it.
Therapy really helped me I would advise everyone to give it a go.