It’s common to react to our depressive or anxious feelings with a reactive stance of, "Oh my gosh, I have to do something about this!" Or, "What’s wrong with me!"
It’s a bit of a paradox, but often the most helpful reaction to depressive or anxious feelings is simple acceptance, "Hmmm I’m feeling depressed/anxious. I don’t particularly like this, but it isn’t ME it’s simply happening to me."
The big problem with our feelings/mood is how we judge it — what we call it. Anxious and depressed feelings happen. They are normal. They are as normal as the wind. Typically, the wind doesn’t bother us because we don’t spend a lot of time judging it. It may be annoying, but it’s manageable. How much more manageable would your anxious or depressed feelings be if you simply resisted judging them?