How Therapy Helps Depression: What to Expect in the First Sessions

Starting therapy for depression can feel intimidating. You might wonder what you’re supposed to say, worry that your problems aren’t “serious enough,” or fear being judged. These concerns are common—and they’re often the very things depression tells us to believe that keeps us from getting help.

Therapy is about having a safe space to be honest, supported, and understood so you can get to your therapy goals. Knowing what to expect in the first few sessions can make taking that first step feel more manageable.

What Therapy for Depression Really Looks Like

Therapy doesn’t “fix” you—because you’re not broken. Instead, it helps you understand what’s happening beneath the surface of your conscious and identify the ways in which you block yourself (often without knowing it), and it gives you tools to cope with depression in healthier, more sustainable ways.

Depending on the therapist and approach, therapy may focus on:

• Understanding patterns in thoughts, emotions, and behaviors

• Learning practical coping strategies

• Processing difficult experiences or losses

• Rebuilding motivation, self-worth, and hope

Progress is not instant—but it is possible.

What Happens in the First Therapy Sessions?

1. Getting to Know You

The first session is mostly about building rapport and getting a sense of your goals, such as:

• What brought you to therapy

• How depression is affecting your daily life

• Your personal history, relationships, and support system

2. Talking About Symptoms

You may be asked about common depression symptoms, such as:

• Persistent sadness or numbness

• Low energy or motivation

• Changes in sleep or appetite

• Difficulty concentrating

• Feelings of guilt, shame, or hopelessness

3. Setting Goals

Goals can be as simple as:

• “I want to feel less overwhelmed and better equipped to cope with the issues in my life.”

• “I want to understand why I feel this way.”

• “I want help experiencing emotions.”

We may discuss medication as a possible adjunct treatment to therapy for depression, in which case, you would be referred to someone who specializes in mental health medication and understands how to administer proper diagnostic assessments as part of a thorough evaluation to collaborate with you on if/what medication may be appropriate.

How Therapy Helps Over Time

As sessions continue, therapy can help you:

• Recognize and challenge unhelpful thought and behavior patterns that block your emotions

• Learn coping skills

• Understand emotional triggers

• Build routines and structure when motivation is low. Note: Atomic Habits by James Clear is a good resource for this.

• Develop self-compassion instead of self-criticism

One of the most powerful parts of therapy is being heard without judgment. For many people with depression, that can feel deeply relieving.

What Therapy Progress Really Looks Like

Progress doesn’t always mean “feeling happy.” It often looks like:

• Having words for emotions you couldn’t name before

• Feeling emotions and connecting them to sensations in your body

• Noticing negative thoughts sooner

• Feeling more hopeful—or less alone

Some sessions may feel heavy. Others may feel lighter. Both are part of the process. A good general guide is to focus on meeting on a regular cadence, e.g. weekly sessions, in order to get momentum in the beginning.

Common Fears About Starting Therapy

• “I don’t know what to say.” Your therapist will guide the conversation.

• “My problems aren’t bad enough.” Pain doesn’t have to be extreme to deserve support.

• “Therapy won’t work for me.” Doubt is common—especially with depression.

You don’t need to feel ready. You just need to show up.

A Final Thought

Depression can convince you that nothing will help—but therapy offers something depression takes away: perspective, support, and connection. Depression also likes to convince that you aren’t worth being attended to, heard, and understood – that you don’t matter, but, of course, you are worth being seen and heard, and therapy can feel like reinforcements have arrived to un-do the alone-ness and co-create a treatment plan to relieve you from depressive symptoms. The first sessions aren’t about having all the answers. They’re about beginning a conversation that you don’t have to carry alone.