A few years ago I had a job that made me deeply unhappy. The unhappiness came about gradually, but in my last year there it was overwhelming. In my last year on the job I spent a good chunk of my working hours holding back feelings of deep frustration and anger over how things were progressing and over how I was being treated by my boss and by a few coworkers. At times I considered going to see a therapist, but in the end I opted for a more direct solution - I spontaneously quit the job.
Even though my financial situation became a lot less secure, my state of mind improved greatly. I started sleeping better, some stress related physical symptoms went away, I started working on personal projects that I had been neglecting etc.
I'm pretty sure that, had I gone to the therapist, I would have been diagnosed with some sort of depressive disorder and probably would have been prescribed some sort of medication. I probably would have still been in the job I actually hated and I wouldn't have made as much progress in understanding what I actually wanted from my life.