You could tell your therapist that you're very concerned about crying. Bringing something out into the light of day will make it to where you can relax, and I'm sure the therapist will reassure you that tears are a normal part of life, especially when you're grieving or upset.

Did you know that tears of sadness have a different chemical composition than tears shed when cutting an onion. Tears of sadness are therapeutic so if you need to cry, cry. It's part of the healing.