To be honest, I don't think therapists really care about whether or not someone has a fetish. They want to help in any way they can, so they're not going to judge you. In fact, I'm pretty sure therapists have had their fair share of listening to fetish stories, sexual problems, etc.. Lots of people go to therapy for sexual problems in the first place. So, whatever your fetish is, it's probably something they've already heard of, or at least similar to something they've heard of. You wouldn't be the first or last person to bring up fetishes.

If you're really worried, do what fern said and express that you're uncomfortable and embarrassed by it. Let the therapist know that this is outside of your comfort zone so that they can work with you on opening up. Even if you don't talk about your specific fetish during your next appt, it's okay to talk about it in general terms. You can literally say, "I have a fetish that I am not comfortable talking to you about right now, but I want to let you know that it's consuming me. It's making me mad and sad because [I can't do it]/[people made fun of me]/[it triggers bad memories]/[etc]. Can you give me general advice on how to overcome this?"