Do I have to be diagnosed with anxiety/depression to be prescribed meds?

I know I have anxiety and I may have depression... I was in counseling for a while but due to money issues I had to stop going. Lately I’ve been so on edge that anytime something small happens I will have a nervous breakdown and bawl my eyes out. I feel like some meds could help me out but I was told I couldn’t just go to the doctor and I’d have to see a therapist to be diagnosed.