Hello, I'd like to help you with your question.
It depends on how much progress you are making with therapy. If you feel you are doing well and are on schedule or ahead of schedule, then a break is acceptable. It would be the same as if you were sick and needed a day off. But if you feel it's important to attend each session because missing one would slow your progress, then trying to go is the best option.
The issue to be concerned about is whether or not you feel taking a break would prevent you from returning because your depression would take over. But if you feel you can manage your symptoms and make your next appointment, then a break is ok. Also, taking to many breaks may imped your progress. So it's finding that balance of attending your appointments and taking breaks as you need them that is important.
What is preventing you from going is your depression. In treating your depression, you mentioned that you are on medications, which can help you manage your symptoms. But you may also want to consider individual therapy and self help. While medications are great to keep your symptoms from getting worse, they will not deal with the underlying issue. Therapy can help you with that. And self help will allow you to learn more about your diagnosis so you are better equipped to help yourself. The more you know, the better you will feel.
Here are some resources to help you:
I hope this has helped you,