If you cut your finger the pain appears to originate at the site of the wound. But that is misguided. Pain is an emotion that is generated in the brain itself. Pain is always in your head.
A lot of people think antidepressants are worthless. Is psychotherapy better than an antidepressant? There is no evidence for this. It seems to me that antidepressants suffer a disadvantage in our perception as compared to psychotherapy, in that their mechanism of action is quite invisible and not instinctively comprehensible.