Individual therapy is for individuals seeking help with issues such as depression, anxiety, and self-esteem. However, someone may also be there to discover if their marriage is in trouble and what they need to do to resolve that issue.
When a person attends Individual therapy for a relationship issue research indicates that those clients will divorce or leave their partner at a higher rate than if they attended couples therapy. If you are looking to leave your partner, then attend individual therapy, but if you want to consider working on the relationship choose couples therapy to try and work through the issues affecting the marriage so that you can resolve them.