I'd refer you to IRS Publication 502 (linked below) to determine for yourself whether you wish to include this type of treatment as a qualified medical expense. The publication DOES approve "psychiatric care" as a qualified medical expense deduction. So if you're admitted for depression, as you mention in your question, you may be able to use these expenses. The sexual addiction part is what isn't clear in the publication. Additionally, as noted in the answer provided by @NCperson and @Hi Palms, you'll be allowed to deduct only the qualified medical expenses that EXCEED 10% of your 2019 AGI. AND you'll need to itemize your deductions on Schedule A, as well. So your expenses would need to be substantial in order for this deduction to prove beneficial. Here's the link to that publication.
https://www.irs.gov/pub/irs-pdf/p502.pdf
*** I am NOT a tax expert. I am a seasoned TurboTax user, and volunteer to provide assistance to TT users. Nothing I post is to be considered TAX ADVICE; I bear no legal liability for responses.***
