The act of talking to someone can help your brain relax a little, and help give you some added strength just through the thought of having help.
Medications treat the physical causes, of which is neurotransmitter imbalances. But those imbalances vary in everybody, and sometimes the mental symptoms and their degree of expression aren't always 1:1 in terms of cause and effect with the NTs. And environmental variables can cause the various NTs to temporarily change in ratios, but aren't a permanent imbalance. Thus, medication isn't perfect for everyone, because some people just need a little help in figuring out WHY they might be the way they are. If medication is given to someone who is only depressed due to an environmental trigger (various things, won't go there) enabling the depression, once that trigger isn't present the NTs might balance out again, but the medication is then once again playing with the balances. Oddly enough, this can unintentionally create a case of exaggerated depression that are more like short intense bursts.
Talking is the best solution at first, because the psychiatrist can help talk you into the right mental attitude, and believe it or not, just a little convincing discussion from someone who your brain interrupts as being knowledgeable, can have a very noticeable impact. And they can help cater the treatment options to the individual based on the discussions. It might just be more 1on1 time, it might be medication. They might encourage you, and/or do it themselves, to create a plan of action that might help get control of the mental problems.