Do you have the option of seeing a psychologist or other psychotherapist for a diagnosis?

Like TheOriginalMe said, I think CBT can help if you are having specific problems. If you find that you have lots of negative thoughts about yourself, it can help with those.

I think you can probably do some reading, either online, or in a book about CBT, to figure out if you think it will help you.

Here's one very basic summary of how CBT works, and here's a list of "thinking errors" or cognitive distortions. There's more than one list of these floating around. I personally think the list of cognitive distortions is very helpful, even for people who aren't having mood problems. Most of us do at least one of these things and it can be liberating to realize it.

I don't know how bad your depression is. I went to a cognitive therapist the first time I had an episode of depression, and that alone was not enough to help me. I needed meds as well, and I think I would have done better with a therapist who used a blended approach of different therapy methods.