Your psychiatrist might be uninformed or maybe what he means is not to indulge in drugs as a way to escape reality (which I agree with).

Psychedelics, when taken in a safe setting and with the right goals (eg. as a therapy aid, not recreationally) can be extremely efficient for treating depression and all sorts of emotional issues.

There's a lot of literature and articles on the subject, for instance: http://mentalhealthdaily.com/2014/03/12/using-psilocybin-mag...

As as a side note, consider that psychiatrists are not gods and they know what they learned. In fact, I bet it would be detrimental for the whole industry if you could treat your mental issues in one or two settings and not use expensive psychiatric drugs for years.