I pay out of pocket too, and it hurts, but it hurts more when you are in a deep hole and feel like there is no way out. For a while I was paralyzed and was unable to even earn income ... which is a far greater problem than having to allocate funds for therapy.

Let go of control and hand it to someone else for a while. Give it a shot, even if for just one or two sessions to start.

When I was depressed with cash flow issues, that was certainly a rough place to be. The only advice I have if you're in that situation is to power through it, and accept it's gonna suck for a while. If you're going through hell, keep going (or something like that).

therapy is worth it. Any problem affecting you is a real problem that needs addressing. The "first world problems" meme is just for funny quotes/pics, not real life.

Others might chime in, but I say yes, a good therapis is worth it. What country are you in and do you know why mental health is not covered?