Are you being treated in any way for your anxiety and depression? Has a physician ruled out physiological causes? Is it possible this is reflux or other digestive problem -- digestive problems are really common in us anxiety sufferers and can be dealt with usually by altering your diet or the way you eat or through relaxation techniques or through using gentle natural remedies. But you do need to know if you're able to find out what the cause is so you can try to fix it.
Long shot, but could it be a rib that's stuck, making it hard to breathe? The ribs hinge at the back where they come from the spine. They hing there. I have a friend who has one rub that gets stuck, making it hard to breathe. She needs to go to a chiropractor who uses the actuator device (like a special automatic hammer) and tweak the rib back in place and then all is well again.