Anxiety and depression are not the same thing. Anxiety can be a somatopsychic side effect of some physical conditions, including low blood sugar, allergies and adrenal or thyroid distress.

I used to suffer a lot of anxiety. Addressing the health issues I listed has largely put a stop to it. (In spite of being prone to being suicidal, I am not particularly prone to depression and have only suffered brief bouts of it once in a great while.)