Therapy is complicated.
I both studied psychology and have been in therapy for 10 years and I've had 5 different therapists.
First the most important thing. The studies do show by the numbers that therapy works. However, that obfuscates how complex that seemingly simple statement is.
The success rate is never 100% recovery for 100% of people. That's just not possible to expect. Instead the rates and degree of success depends on stuff like the problem at hand, the competence of the therapist, the individual being treated, the method being used, the quality of the therapeutic relationship, etc.
Then speaking from my personal experience...
My first therapist was very classical in het approach and did nothing for me.
My second therapist helped me feel just slightly better during my second depression but eventually changed jobs so I had to quit.
My third therapist was a systems therapist. Her way of working was not good for me. I went to her for maybe 2 years and made absolutely no progress. It was a big waste of time in retrospect.
Then my fourth (and current) therapist does cognitive-behavioural therapy. When I started going to her I barely dared to leave my house due to social anxiety and couldn't fo a single exam. One year of therapy with her and I was consistently attending classes, using the bus, doing exams and even found a girlfriend.
That being said, during my current depression while talking to her has been helpful, she hasn't been able to do much and I'm currently stagnating again. My current depression is just really bad and while she's a good psychologist who's helped me a lot in the past, she can't do magic.
Also had a psychiatrist but antidepressants didn't work for me. For the record, there are many different types and some work for some people and not others. And others work for them. But some people also don't seem to benefit much at all. It's a numbers game.
So conclusion: Does therapy work? Yes, absolutely. But its efficacy depends on a lot of factors. And it can take a lot of trial and error to find out what works for you.
Personally, I was scared back in 2014 to switch therapists from my third to my fourth but in retrospect I'm really glad I did. So if you feel your current therapist doesn't help, you can always try switching to a different therapist using a different method. You can always go back to your current therapist if it doesn't work out.
Edit: Although I also want to point out that this particular website may not be the best place to ask this question. The better therapy works for you, the less likely you are to end up suicidal and so the less likely you are to end up here. So those people will likely be very underrepresented on this website.
