Using a mental health professional to cope with hair loss

[Thinning@30]

Has anyone here ever done this? What was the experience like? Did it help?

I'm currently being treated for depression. I feel like the hair loss is a significant contributor (there are others--the initial depression trigger was a relationship that ended badly and left me in a funk), but I feel awkward bringing up the hair loss in a mental health setting. I know there is confidentiality and I know it is for my own good. I just feel ridiculous about it. It feels like I'm an absurdly vain person for even letting it bother me, but at the same time going bald is a big part of my feelings of pessimism about the future and my lack of motivation and enjoyment of things that used to give me pleasure. It doesn't help that the psychiatrist is older than me and still has a full head of hair.