This is such a great question! As a therapist, I've heard this from my clients. Are you able to schedule in a little self-care time between leaving your therapy session and going to work? Even a few moments to do a brief mindfulness meditation, focus on your breath and recenter yourself, perhaps journal about some key take aways from the session, and think about what you need to take care of yourself in this moment?
I'm also wondering if you are meeting with your therapist virtually or in-person? I'm a huge fan of virtual therapy and it has made therapy far more accessible. However, one downside of virtual therapy is we are moving from the therapy session into "work mode" in a matter of seconds. In-person therapy has some built in transition time when we are physically moving from one space to the next (as well as in the waiting room before session); if you are doing virtual therapy it can be important to intentionally create that transitional space before and after sessions. I would love to hear how it goes for you!