Jay Cutler & Wife -- We Go to Couples Therapy ... 'Not Ashamed'

Jay Cutler's wife Kristin Cavallari says she's "not ashamed" to admit she and the Bears QB attend couples therapy sessions ... admitting sometimes the two need help dealing with issues.

Kristin opened up to American Baby magazine about life with the NFL star ... and made some very candid comments about the challenges of being in a high profile relationship.

"I'm not ashamed to say that Jay and I consistently go to therapy, because it's been extremely beneficial for our relationship."

Cavallari -- who's pregnant with the couple's third child -- goes on to say that involving a third party helps her and Jay avoid playing the blame game with each other ... and focus on the issues at hand.

"When you're fighting you should never place blame on your partner by saying, ‘you do this' or ‘you do that.' You should say how those actions make you feel. It goes a long way."