I have a question

Can Therapists diagnose you with things? Or the doctor? All 3 of my therapists say that I have depression. Which sucks a lot. One of them that I always go to her to tell my problems also says that I have some anxiety and paranoia. I told my grandma but she told me that the doctor can tell me that I have those. I have this feeling that she only only told me that because she doesn't want me to have those stuck in my head. Ever since I have been told that, it has been in my head these past months. Also I don't know if I should tell my doctor. I don't want to be in the psychiatric hospital because of what I am going through. So should I tell the doctor or no? That was another question I had.