Proof positive that some Therapists don't think of the ramifications of their words
Being exposed to your Depression will give your daughter an insight into mental health issues. Your not being there for her could seriously affect all aspects of her life.
If you feel this is a one-off comment on the part of your Therapist that you can move past, then all will be well. If it has damaged their credibility in your eyes, it is time for a change. Always remember, you are the Employer, Therapists are employed to use their skills to make our situations better. If a particular Therapist cannot carry out that function for you, then - just like a mechanic or dry cleaner - find a new one.
Dave.