Depression and anxiety have a direct cause in something you are doing or not doing. It may be something you are aware of, or it may be something you have entirely overlooked. It may be due to another person in your life. It may be due directly to your own actions.
Your emotions and energy levels are governed by your heart, but your mind has greater control over your actions. If you are depressed it is because your heart disagrees with the actions that your mind is taking (or not taking.)
Both depression and anxiety will resolve once you begin listening to your heart. But what does that mean? When I heard people say "listen to your heart" I always thought it meant to act on your feelings. It doesn't. The heart and mind have distinct opinions and beliefs. It is as if you have two different people living inside you, who do not fully understand one another, but must work together. The heart controls your energy; the mind your action. If the heart disagrees with your actions it will attempt to stop you by limiting your energy. Your heart can communicate, and it does so primarily through emotion. It is not naughty, or irrational, or unreasonable. It is trying to tell you something. The more you ignore the heart, the more depressed it will make you.
Hence depression is caused by a lack of trust between your mind and heart. Yet, in truth both your mind and heart want what is best for you. They both want you to be happy and successful. When then is the problem? The problem is that there is a lie that is causing an artificial division between them; an outside party that has tricked your mind and heart into distrusting one another.
Time heals all wounds. If you get a cut then it will heal by itself over time, as long as nothing is keeping the wound open. The same is true of spiritual and emotional wounds. They will heal by themselves, if only they are not being kept open. The key to healing is identifying and addressing the factors that prevent the wound from closing. It will be something unknown, a lie or false belief. Once that lie is uncovered, it no longer has power over you, and that wound will then heal.
The first step, then, is to uncover these lies. Once the lies are revealed, healing will begin. As you approach your true self and learn to listen to your heart instead of fighting it, then you will come back into your power and you will be filled with joy. This is how you know that you are on the right path.
Your mind needs to trust your heart, but also your heart needs to trust your mind. They are in a relationship, the foundation of which is trust.
One of the lies that catches people out is believing that the heart should only have positive emotions. The heart's emotions are responses to what is happening. If your heart is angry it's because someone is hurting you in spirit: manipulating you, lying about you, tricking you, stealing from you, etc. The heart feels the truth of what is happening even though you may not have witnessed the transgression. Yet, the heart does not know specifically the mechanism by which this is happening, only that it is happening.
On the other hand, the mind knows how and why things happen, but it only knows what it dares to look at. If you can convince them to work together, you will have found the way.
It's crucial to understand that your mind controls your actions, while your heart controls your emotions and energy. The heart must be free to feel, and the mind must be free to act. These two are in a relationship, and you are the mediator.