First, I would try to talk to your therapist. Maybe he's only using cbt technique (CBT is a technique that's very cold and many people react badly to it, however for some reason it's the first thing most therapists try) or some other technique that isn't suitable for you. I had a very similar problem in the beginning. Telling your therapist to change his approach is absolutely fine and you may find a way to work together.
If that's not possible, I believe it's very important to find a new T.