It's not the center of the fic - and Sherlock enters therapy following a sexual assault - but Sherlock's Bane (http://www.fanfiction.net/s/6705082/1/Sherlocks_Bane) is quite good - and the author just started posting a sequel in which Sherlock is still recovering.
Not sure if this is what you're looking for, since it's about couples therapy: The Troubles Of Marriage Counselling by starjenni: Sherlock and John go to marriage counselling. Hilarity and angst happen in equal measures. (John/Sherlock) [Written for the sherlockbbc_fic prompt: Sherlock drags John to one of these how-to-be-a-better-spouse workshops in order to dig up some dirt on one of the couples he knows attends. Though initially they were reluctant to open up, being that they aren't actually the couple they claim to be, they both find it surprisingly easy to fake being a married couple. Cue fake bickering turning into real bickering, and b.s. sex discussions turning into negotiations, until the case itself becomes something of an after thought.]
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Date: 2011-09-06 10:18 pm (UTC)(Note, this link goes to fanfiction.net)
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Date: 2011-09-07 04:06 am (UTC)The Troubles Of Marriage Counselling by
[Written for the