Whether it's for anxiety or depression, if you go to a primary care physician you'll usually get a prescription for medication.  Unfortunately, primary care physicians don't usually have their first response be to refer you to a therapist, like a psychologist.  Most of the time, you can get help for anxiety or depression with therapy alone.  When the therapy alone isn't helping soon enough or strongly enough, your therapist can then refer you to a medical doctor for medication evaluation, and your therapist should be trained to know when to do that, as psychologists are trained in that way.  If you could feel better by talking with someone or by taking pills, which would you prefer?  Remember, talking with a professional is not the same as talking with a friend or family member.