Therapy and the right meds go hand in hand when dealing with anxiety and depression,I believe if the depression and anxiety are really severe then medication is a must.
well i am presently in therapy for panic disorder and I take meds and do therapy it depends on the individual. Depends on how severe your anxiety may in fact be. Some people have to use both meds and therapy-like myself. But don't think about anyone else situation besides yours. You are different and your triggers are different. Go to it and if you realise that it is not working I am certain your therapist will realise it and then probably choose another course of treatment.