Diagnosis?

Ok so I went to therapy about 4 years ago but I hated it because I didn't really want to believe what my therapist was telling me. Basically I stopped going because I hated it so much and I haven't been since. But the one thing I've been confused about all these years is whether I actually have depression and social anxiety. She briefly mentioned that I could have both but I've been confused ever since if it was an actual diagnosis. I don't want to self diagnose myself and I'm gonna try and go back to therapy soon to actually figure out but I wanted to get someone's thoughts. If a therapist mentioned you having depression or anxiety does that count as a diagnosis? Just has been something that has confused me for years.