Sometimes therapy can make a person feel worse (but not forever), because client feelings get validated by the T (SOMETIMES; don't jump on me!), perhaps for the first time. For instance, I say that I had a particular experience which made me feel a certain way, and T validates that. When this spoken, sometimes this validation can make a person claim their depression, as opposed to when someone invalidates you, saying you "have nothing to be depressed about." Another example: in the early days, not too many sessions in, I asked T what she thought my diagnosis was, and she said, "Depression." I burst into tears, which surprised her, because, as she said, surely I knew that I was depressed? I said, yes, but you SAID it. By saying it, it became more real for me.
As therapy went on, I learned about some of the reasons for my depression, and as I got stronger, therapy ceased to make me depressed. I hope I explained this well enough. Feel free to ask questions. Gentle hugs.