Many insurance companies cover psychotherapy. Call your insurance provider and ask them. You usually can find a "Behavioral Health" phone number on the back of your insurance card. Also, your concern about being forced to take antidepressants is not uncommon. A therapist, psychologist, or psychiatrist can not force you to be on a medication for depression. The exceptions are prescriptions for mental illnesses that can make you a harm to yourself or others (for example, schizophrenia or bipolar disorder). If you attempt suicide as a result of major depression, you should at least consider antidepressants.