You can basically get the same benefit from a CBT self help book if that helps. My therapist actually gave me a copy of "The Feeling Good Handbook" by Dr. David Burns. He pretty much invented CBT. The therapist will basically just do the same worksheets that are in the book.
I did it when I started having panic attacks as a teenager. It's a lot of work and takes commitment, but it worked wonders for me. I think I will actually pick up that book again now that I'm thinking of it.