Being depressed wth anxiety is very difficult and I understand personally how you feel. Its not easy by a long shot. What is important is to have a good network of family and friends for support. Additionally, seeing a psychiatrist or a therapist can help a lot as well. For the reasons you may feel the way you do it might not hurt to talk to a therapist about it. For myself I have my ups and downs and I can't speak for everyone but for me it did get better even though I have some rough patches. Hang in there and take care of yourself and try to keep yourself busy and avoid things like alcohol which only make it worse.
I just finished reading The Magnesium Miracle, and I am full of hope.. Let's try magnesium therapy and in a month see how our lifes has changed!! The best to you..