gerber, it's hard to say. Can you discuss it with your therapist and ask whether he/she can offer you anything to help you either cope with or get rid of your depression? Sometimes psychotherapy can really help depression. I had major depression and dealt with some of its symptoms with my CBT counselor and finally sent it packing with the help of my current humanistic therapist. If your therapist doesn't think he/she can help you with depression, can you ask him what he/she would suggest? Stop psychotherapy? Try psychotherapy with another therapist who can help with depression? Try meds? Meds + psychotherapy? Alternative therapies? Maybe you've tried all these. Just tossing out ideas...

Good luck. Sorry you are feeling so down.