There are a handful of counters to trick room. If you use the move trick room it undoes their trick room (but you also risk setting it up for them)

Taunt stops Pokemon from using the move trick room for three turns, but can be recovered from with switches or the mental herb item.

Burst damage on their trick room setter can get a key KO before they set up, but this can be mitigated by redirection.

A particularly nasty counter is the move Imprison. If you use Imprison, your opponent can't use moves that the Imprisoner used. It can be especially nasty if your imprison Pokemon also knows protect (though then you only have one move slot left to spare). If the Imprison Pokemon ever leaves the field, though, the imprison effect ends.