What psychological disorders cause hallucinations?

Hey I have depression and anxiety and am not taking any medication. I have been having hallucinations the past year or so of small animals (Ex lizards, spiders, mice, tarantulas, cockroaches, birds etc.) that show up out of nowhere. I usually mistake them for other objects like leaves, or my hair brushing against my neck, etc. so I don't know if i'd really call them hallucinations. I've also been imagining (envisioning) harming other animals. I've seen birds or squirrels etc that in my mind I see myself crushing (even though i haven't gone near them) (by the way when I crush them in my mind I do not do it willingly I get really scared that I've hurt them). The other day I thought I killed my dog and I freaked out. Anyway my therapist wants to put me on celexa for depression and anxiety but neither of these explain these weird happenings. Does anyone think they may know whats wrong with me.