By changing or acknowledging the way you are thinking can also have an influence on the chemicals in your brain. Its not all medication, we can do things to give ourselves "happy chemicals". In therapy you can learn how to do this. Therapy can be hard at times, but in the end rewarding in the long term.

For many depressed and anxious people CBT has amazing results, the issue with this therapy is that many people do not fully commit to it, but if you are fully committed you can change the whole way you think and your outlook on life. Where I am CBT is standard treatment for depression and anxiety. You need to be in the right mindframe to take it all in and have it work for you. If you are too far either way you wont commit and you will not find it as effective.

There are also a boatload of coping skills you can learn in therapy, every one of them helping you so you can learn to cope with your difficulties instead of turning to dangerous medications for a quick fix every time. You'll learn to find your triggers and understand why you think the way you do.

I am absolutely shocked that therapy is not the first line of treatment where you are and you were medicated before seeing a therapist. That is just considered bad practice here (unless of course in severe cases of psychosis or suicide attempts).