(Edvard Munch Anxiety )
I want to answer this from the perspective of C.G. Jung’s depth psychological approach because in my experience, both personal and professional, this way of seeing into anxiety and depression offers not only deep insight into the problem, but also, profound healing.
What I mean by healing is that you embrace and transcend the anxiety and depression by consciously working with them, rather than alleviate the symptoms with medication.
Let’s start with a quote from Jung, which may strike you as insensitive or arrogant without context, but I promise you, the quote is rich in meaning and it comes from Jung’s own experience with depression and anxiety:
The foundation of all mental illness is the unwillingness to experience legitimate suffering.
What he means by legitimate suffering is that anxiety and depression are actually symptoms of a deeper problem, a problem of the soul which has not been adequately metabolized, psychologically speaking.
(painting, Edward Munch, The Scream )
Now, the medical approach to anxiety and depression will say, “it’s a chemical imbalance” and the CBT approach will say, “it’s thought distortion”.
The medical approach treats the chemical imbalance with pharmacology.
Cognitive behavioral therapy, holding that the distorted beliefs or thoughts cause negative actions or feelings, works to change those distorted patterns by reinforcing not-so-distorted patterns.
Psychological suffering is not just a mental or chemical imbalance. To think of it in this way is to fall victim to the misconception of the mind/body split. We are whole beings. Whenever we suffer, that suffering expresses itself at every level. Anxiety and depression affects the whole person: psycho-spiritually, physically, mentally, and physiologically. The signs and symptoms of anxiety and depression will manifest at every level. 
From the Jungian point of, the problem with anxiety or depression, as with any form of psychological suffering, is that your whole life system is out of balance.
My experience with anxiety and depression
Whenever I talk about Jung’s psychology, I am not speaking as a Jungian, per se. I am speaking from my experience with his approach to life. I never say anything is so, just because Jung said it was so.
I dealt with psychological issues for decades of my life. I was one of those people who looked like I had it all together, but on the inside, felt like I was falling apart.
I could easily point to my childhood experiences and say, “this is why”, but that did nothing to change the fact that I suffered from severe anxiety and depression.
Anxiety and depression have an irrational factor that will not yield to intellectualizing your problems, i.e., reducing your problems to “this is why” or “this is the cause”.
In order to get to that irrational factor behind your anxiety and depression, you have to ask yourself some difficult questions.
Asking the Right Questions About Why You Suffer
(Painting, Edvard Munch, Separation )
In order to work with the irrational factor, you have to ask yourself not, what is the cause of my suffering, but rather, what is the purpose of my suffering?
Again, I draw from Jung:
The wise man … will ask himself: Who am I that all this should happen to me? To find the answer to this fateful question he will look into his own heart.
What does it mean – to look into your heart and ask this fateful question about the nature of the things that have happened to you?
Who am I that all this should happen to me?
It is not the same as falling into the unproductive, why me syndrome. Here’s another quote from Jung:
I am not what happened to me. I am what I choose to become…
That is, what you choose to become DESPITE your suffering – or even – because of your suffering.
Now this is a challenge because a lot of people don’t like who they are.
If that is you, it is only because you don’t see yourself clearly. Believe me, you’ll find something special in there, something precious that has endured …
(Van Gough, Self-Portrait with Bandaged Ear 
You have to find a way to appreciate yourself – love yourself even – and man, is that hard to do for some of us.
You have to wade through a lot of self-loathing in order to find what is truly precious in yourself. Sometimes, it’s unconscious, other times, it’s right in our face.
For me personally, I had to surrender to some disgusting experiences in my life. There was no medication or thought-reprogramming that could change any of it.
I had to ask myself that same fateful question that I encouraged you to ask yourself.
Who am I that all this should happen to me?
… and then, dig really deep to find my answers.
I have lost clients because they were simply unable to make the transition from holding on to their suffering and sense of injustice to asking themselves what their suffering could mean for their soul’s path.
If you can find a way to be open to those kinds of questions, then already your anxiety and depression starts to shift.
Find the Meaning in Your Suffering
(Painting, Edvard Munch, Melancholy  )
Finding meaning in your suffering – this is very difficult for a lot of people. Again comes the question:
Who am I that all this should happen to me?
Yes, I keep repeating it because I want you to hear it – really hear it echoing from the depths of your soul.
As I said, the question of Jung’s has nothing to do with falling into states of self-indulgent pity. Self-indulgent pity is illegitimate suffering.
Don’t read that wrong. For some of us, those states of self-indulgent pity are part of our process. Many people come from a past where empathy or compassion simply did not exist, so we have to find it for ourselves, in ourselves.
But the key to not falling into it is consciousness. Conscious suffering is the key. I juxtapose identifying with your suffering and conscious suffering.
The difference is this: I am depressed or I am anxious (identification) and This is depression or this is anxiety (conscious suffering).
You see, by doing this you immediately separate you from the state of anxiety or depression.
Conscious suffering is what Jung meant by legitimate suffering.
Anxiety, Depression, and Legitimate Suffering
Basically, if you say that you “suffer from anxiety and depression” and leave it there, then that would fall under the category of “unwillingness to bear legitimate suffering.”
Again, don’t get me wrong. No doubt that you suffer, but it’s not from your anxiety and depression. It’s that other thing that you won’t look at it: that underlying pain, humiliation, or rejection in your life.
Here’s a twist: your anxiety and depression are an attempt at self-healing.
Just as a fever raises your body temperature in order to kill an infection, so your psyche produces its own symptoms to kill a psychological infection.
Going Inward: the Battle for Your Life
(Painting, Alexander Louis Leloir, Jacob Wrestling with the Angel)
In a personal letter, Jung once wrote of his own depression
When the darkness grows denser, I would penetrate to its very core and ground, and would not rest until amid the pain a light appeared to me, for in excessu affectus (in an excess of affect or passion) Nature reverses herself. I would turn in rage against myself and with the heat of my rage I would melt my lead. I would renounce everything and engage in the lowest activities should my depression drive me to violence. I would wrestle with the dark angel until he dislocated my hip. For he is also the light and the blue sky which he withholds from me.
This going inward begins with your state of mind: the feeling tone of the anxiety or the depression itself.
Getting to the Core of Anxiety and Depression
(painting, Vincent van Gough, Sorrowing Old Man (At Eternity’s Gate) )
It might be helpful here for me to share my own insight from working with the structure of anxiety and depression:
- Depression is a withdrawal of your vital life force
- It steals your vitality by sucking your life force into your depths. It’s that darkness that you have to enter. That’s why you have no energy.
- Find the place where that energy is stored, for example, a lost or rejected part of yourself.
- Give it your attention, even if that’s just by looking at it.
- Eventually, you will gain access to your vitality again.
- Anxiety splits your life force such that it scatters and becomes useless for anything other than falling into fear and worry.
- There will be a center around which all of your fears and worries circle.
- it’s not money, job, relationships – all of that is just on the surface
- Find out what that core fear is, for example, self-doubt or worthlessness
Unresolved terror, rage, grief, or any other emotions that we push aside or suppress – these are the places we have to go in order to get to the roots of depression and anxiety. Once you find yourself in the midst of those emotions, you then have to turn them inside out, as Jung suggests below in his letter to a depressed friend. 
Relief, Restoration, and Healing from Anxiety and Depression
(Vincent van Gough, Landscape with Wheat Sheaves and Rising Moon )
What I have been talking about throughout this post is psycho-dynamics. In essence, when our psychic energy flows outward, we cultivate and animate outer life. When psychic energy flows inward, we cultivate and animate inner life.
Both worlds need our energy and attention. When we deprive either of their right to life, then we suffer the consequences of that deprivation.
If depression takes your life force from the things you love, then turn inward and search for where that life force is locked away, waiting for release. Tend to that lost place in yourself and it will release that vitality back into your life.
If anxiety scatters your life force into fear and worry, pull that energy into yourself. Sit with that tension until it reveals the true nature of your pain. Again, tend to that unresolved aspect of yourself and you will regain a sense of control in your life.
Happy new year and all the best….