If you accept—or assume—that there’s no mystical funny business and that the brain, in response to the environment, generates your behaviour and how you feel, then you’d expect psychotherapy, not only pharmacotherapy, to be associated with changes in the brain. Some evidence that this is the case is reviewed by David Linden (2006).
For instance he reports interesting work on obsessive-compulsive disorder (OCD) . Many studies reportedly found increased activity in the right caudate in people with OCD. A study examining the neural effects of successful cognitive behaviour therapy (CBT) showed decreased activity in the right caudate; this was also seen in patients who were successfully treated using SSRIs.
Linden, D. E. J. (2006). How psychotherapy changes the brain – the contribution of functional neuroimaging. Molecular Psychiatry 11, 528–538