Anxiety is one of the most challenging and unhealthy negative emotions that we humans can experience. It is experienced by all of at some time or other and it takes many forms.
There are many different types of depression. Some forms are biological like clinical depression. Here the depression may not be a reaction to something that has happened but more of a chemical imbalance. This is best treated with medication and then with therapy. Other types of depression include 'reactive depression'. This type of depression is usually triggered when loss or failure is experienced and you end up feeling stuck in it.