Yes, therapy is not useful for some people. Even if you have a good personality match with a therapist who is competent and ethical, and the modality chosen is suitable for the problem you're experiencing, you can't judge the effectiveness of therapy by how much happier you feel every session.

However, given that you've been doing this for several years, it's worth evaluating your progress. Unless you're working on something like new memories of childhood abuse or other kind of trauma you had not dealt with before, and unless there are significant new challenges or problems in your life outside the office, some sort of positive progress should emerge with problems you been working on before.

I've been on and off in therapy since my teens, seen like ten therapists, had ups and downs, and this is kind of what I'm talking about (click for full size)



I did this in MsPaint just now. Sort of inspired by my own therapy. If you follow the black jagged line from left to right, that's how someone might progress with a therapist, and in early phase you may seem improvements but so many ups and downs it's hard to know where it's going, and in fact if you quit, you may quit at a point you're feeling worse than you began! But once this line stabilizes a bit (like after green vertical line), a more clear progress emerges (or should).

But if you have discovered some major issue in therapy, do expect some unpredictable ups and downs again. Or if some terrible things happened with your work or family or love life or whatever. But if not, and no real progress is being made and you actually feel worse, this is kind of a warning sign to consider, as sign that your therapist is not a good match or not capable or that the sort of therapy done is not a good fit. Or in fact you may consider taking a break from therapy.

Look into it, and don't give up, there are solutions and there is hope.