Fellowship in Sexology and Psychosexual Counseling. For More Info WhatsApp- 9604715783/9359863878. Problem-solving therapy (PST) helps individuals with Depression learn to cope effectively with stressful problems in their daily lives. People with Depression might view problems as threats and believe they're incapable of solving them. Your therapist will help you define the problem, brainstorm realistic alternative solutions, select a helpful answer, implement that strategy and evaluate it.