I’m a product of years of therapy. Not for depression specifically, though I’ve had a few depressive episodes. I was on anticonvulsants, antipsychotics, anxiolytics, SSRIs, you name it, to help manage comorbidities. Additionally, because there are no medications specifically approved to treat my personality disorders, I had to rely on wellness strategies and lifestyle changes. (You like my personality? Great, it's a disorder.)
That was 10 years ago. Now, I no longer meet the criteria for the diagnoses.
Bottom line is, therapy works, but you have to stick with it. Also, it's okay to take the pills.