I had this experience pretty much every session during the last few months I saw my ex-therapist. I would leave feeling relieved that it was over, and but feeling anxious and dreading the following week. Looking back on it, I was afraid to say the things I needed to say, and the last few months were unproductive because of it. I developed a fear of breaking down in therapy and it kept me from touching the subjects I needed to. I would find myself putting on an act during each session, even if it was just to make myself seem "okay." It's one of the reasons I'm no longer seeing my ex-therapist.