The idea that you must choose between them is a false dilemma, and in practice the two support each other.
What the medication does: lowers symptom intensity and improves sleep, energy and the ability to concentrate. In severe depression that can be the condition for doing therapy at all — someone who cannot get out of bed cannot work on a cognitive pattern.
What therapy does: changes the patterns sustaining the problem and builds skills that remain afterwards. This is also the most important long-term difference: on stopping medication, relapse risk is higher than after a completed therapy, precisely because the skills stay.
What to tell the therapist: what you take, since when, who prescribed it, and what effects you have noticed. Not so they can comment on the treatment, but because the information changes interpretation — emotional flattening can be a known side effect of some antidepressants rather than a psychological pattern, and confusing the two sends the work in the wrong direction.
What the therapist does not do: change your dose, tell you to stop, or recommend a different drug. If they notice something concerning they will point you back to the psychiatrist — ideally, with your consent, communicating with them directly.
Stopping is not done alone. Antidepressants are not discontinued abruptly; tapering is gradual and done with the doctor who prescribed them. The moment you start feeling better is when the temptation to stop appears, and it is exactly the riskiest moment.