The costs of outpatient psychotherapy can be covered by private health insurance.
According to § 13.3 SGB V, the statutory health insurance is also obliged to cover the costs of treatment in a private practice if no therapy place can be offered within a reasonable period of time by a therapist with a registered office. That process is called „Kostenerstattungsverfahren“ in german. You can ask your insurance which documents are needed to start that process.
Of cource you can also pay the therapy sessions on your own.