First of all, being able to talk to your supervisor about any mental health condition is a big step (for many people). Make sure you're comfortable with them. I've had bosses I couldn't discuss this with because I just wasn't comfortable. I've had bosses I could bare it all to and they said "Oh, I get it now". It's a dice roll. Prayer has it's place in those who want it, but it isn't the answer to everything, especially disease or illness. You're not going to pray a fever away and I'm not going to pray my eyesight better so I don't have to wear glasses.
Chances are your supervisor isn't a therapist or licensed doctor that can tell you the best course of treatment for ANYTHING you mention to them. "Pray it away" may be their default reaction because they have no other reaction. Don't let that dissuade you from seeking help from a professional.