I see my T as a safety; someone who is there for me and helps me manage my depression. That being said, there are times when I am anxious. That usually happens when I know I need to tell her something that I really don't want to and also if I don't know what I want to talk about. In the end it always works out.
Are you not comfortable with your T? Do you trust your T? Are you uncomfortable talking about the things you need to? You may want to discuss these feelings with your T.