You can’t pray away depression, or any mental illness. Some might find that statement offensive. But the reality is that many people, especially minorities, view therapy as an affront to God.
“I don’t need therapy, I just need to pray harder.”
Or maybe you can pray to be guided to a professional that can help you. Therapy is a tool to help achieve mental wellness, and should be seen as such. In my opinion, not utilizing the tools which can help us become more fully what we were created to be is much more of an affront. Prayer WITH WORK works. Seeking and going to counseling is doing the work, and you are worthy of it.
You are meant to be holistically well.