Your privacy will be safe--they're bound to the same confidentiality rules as individual therapists. Whether the counselor would be willing to keep something you told him/her secret from your spouse is something up to the counselor (my former marriage counselor did, but I've been told that's not common practice). I think marriage counseling can be effective, but you both have to be willing to do that work. An issue when H and I first started going years ago (we went off and on for about 4 years--marriage counseling doesn't typically go that long) was that I was very open about stuff (I'm used to therapy), while he wasn't. So he wouldn't really share his issues in the marriage. He might just be like, "I wish she'd do the dishes more." While I was like, "I feel that he doesn't have empathy for my emotions." Eventually, the therapist started pushing him a bit more and H was more open, but it still often focused on me more because I was more open to talking about stuff like my family of origin and my anxiety and depression.
And you need a therapist who is trained in marriage counseling, at least to some extent (they don't have to be a LMFT, but it's good to know that they have training and experience in specific methodologies). Ours had experience in it, but he didn't seem to use any particular method, it was more like psychodynamic marriage counseling, if there is such a thing. While the individual T I see now is trained in certain marriage counseling techniques (Gottman method, Imago, and one I can't recall), and I wish in retrospect we'd seen him or someone else that had more of a structure to their marriage counseling strategy. For example, we didn't set goals, and sessions tended to be rather free-form.
We're still married now, and we survived through my being unfaithful (a one-time thing) to my H, plus having a daughter with special needs, and maybe we wouldn't have gotten through that without marriage counseling. But my situation ended up being really complicated because I developed paternal transference and some erotic transference/romantic feelings for our marriage counselor. And he was very inconsistent in how he handled them. In retrospect, once I realized those were developing, I should have suggested we see someone else. Or once I shared with him, he should have referred us out. Instead, things ended up kind of a mess.
Please don't let my comments steer you away from marriage counseling. It can be really helpful. Just, research the therapist well, make sure they feel like a good fit (you can always interview a few before deciding), and both be willing to do the work and discuss some uncomfortable things. And don't develop feelings for the counselor!
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