Anxiety - though crippling, and seemingly complicated, is actually a very simple thing.
To quote Earl Nightingale: the mind - just like the soil, doesn't care what you plant in it. It only serves to return whatever you sow. The mind is entirely passive, and is only dictated by what YOU put in.
So, for example, you could plant a field of deadly nightshade - it was entirely your choice, and in your full control. It's toxic, just like the thoughts that you have allowed to enter into your head. What can you expect to yield in turn? Yup, you guessed it, poison - or in this case, anxiety and depression.
Keeping very much on the premise of our minds being soil - remember, it doesn't care what we plant; what would happen then if you chose to plant a field of wheat instead? - a profitable crop, a live giving crop, a POSITIVE thing. What do you expect to yield then?
Remember, this is always your choice. Anxiety IS a choice, you're not a victim to it.
There's also a lot to be said for putting all of your negative thoughts into a big balloon, and then letting it go. Enjoy watching the balloon float away into the distance in your minds eye, as the balloon carries all of the damaging thoughts with it. (This is a form of meditation by the way.)
Don't be afraid to challenge your perceptions either. If a bad thought creeps into your mind, be hard on yourself, and demand evidence to support its claim. How can something be true without evidence? And even if you convince yourself, does it make the thought any more true?