When I started a new job, my regular appointments were interrupted, both because of time constraints and finances. It took several months to figure it out - I didn't fair well without therapy and when we resumed regular meetings it took a while to stabilize again. I haven't told my employer that I'm in therapy, but tell them I have pre-existing appointments and I'm lucky they accommodate my time requests. I chose not to tell my employer because:
1. It's none of their business.
2. It's a small company, and I don't feel like there's too much sympathy or understanding towards mental health.
3. I'm paranoid about any consequences - that this information can be used against me in some way.