Taylor Armstrong -- Russell and I Were Knee-Deep in Therapy

Taylor Armstrong confessed on the season premiere of "Real Housewives of Beverly Hills" ... that she and Russell Armstrong were engaged in intense couples therapy before his suicide last month.

During a dinner convo about the therapy sessions Taylor blurts out, "We're knee-deep into so much psycho-therapy that I'm sick of myself."

Things got really heated when Lisa Vanderpump's husband said, "If I had to go to see a therapist to make my marriage better, I would feel weak."

So, we gotta ask ...

Bravo aired a 4-minute segment prior to the episode ... where the entire cast -- minus Taylor -- talked about how Russell's death has affected them (video below).