I would need a lot more information to determine if your termination was proper. Among the information that I would need is whether there is an employment contract, did you sign a separation agreement, did you request or were you on FMLA or FMLI leave, etc. That is, I can't answer your question without knowing the actual conduct and facts of your case. Thus, it is important that you speak with an attorney to learn your options.
In Colorado, employment is generally considered "at-will," meaning that an employer can terminate an employee for any reason, as long as it is not illegal. (An employment contract, however, would change the default "at-will" status of employment.) Nevertheless, there are protections in place for employees when it comes to health-related issues, including mental health, even if the employment is "at-will."
Some possible laws that may apply in your situation include the ADA, if your mental health condition qualifies as disabilities under the ADA. The condition would need to substantially limit one or more major life activities to qualify.
If your mental health condition qualifies as a disability, then your employer is required to provide reasonable accommodations for your disability unless it causes undue hardship. This can include time off for treatment. Likewise, your employer cannot discriminate against an employee based on their disability. Here, it is not clear if you requested a reasonable accommodation and the status of that claim.
If your employer has 50 or more employees and you have worked for at least 1,250 hours over the past 12 months, you may have been eligible for FMLA leave. FMLA provides up to 12 weeks of unpaid leave per year for serious health conditions, which can include mental health issues. Of course, you would need to request FMLA leave for the leave to apply.
Colorado also has numerous employment laws that protect employees. These include Colorado Disability Act and the recently enacted Family and Medical Leave Insurance act (FMLI). Most Colorado employees become eligible under FMLI to take paid leave after they have earned at least $2,500 in wages within the State within the last 4 calendar quarters.
So, your best course of action is to contact an attorney as soon as possible to discuss your options.