I've been in therapy for an anxiety disorder for...*counts on fingers*...four years now, and my newest and most awesome therapist is the one who has finally understood that my gender dysphoria is having a major effect on my mental health. Well, that, and my psychotic family's rubbish hasn't helped...
I've been paying $65 USD a session with my current therapist, who is LGBT friendly, not to mention amazing. I just recently asked her for a letter that I can take to my doctor in a couple weeks, to facilitate and possibly expedite my medical transitioning. She agreed straight away! What's more, I received an email from a gender awareness group here in Atlanta, with a PDF that explains what Medicare will now cover since the GRS ban has been lifted. So I might finally be able to afford to be myself soon. Hooray!
So, yeah, I guess it depends on where you live, your state's/province's/country's laws, what your doctor asks for, etc. Good luck to you!