I think that in the end if you let depression and anxiety own you it will. I suffered for years until I realized that a lot of it was caused by myself, negative thinking and bad habits.

I finally decided that enough was enough and chose a personal project to work on to improve myself. I chose to work to get fit and strong, and dedicated a lot of effort to it.
Even if I was feeling down that day I still managed to do at least one positive thing each day and slowly the number of down days dwindled
I saw results which were in proportion to the effort I put in and it was very gratifying. My confidence improved and I was able to start working on my other difficulties with a better state of mind.

Of course some of it had to do with the fact exercise is an excellent treatment for depression and anxiety but also because I was able to work on something and see myself achieve something and feel closer to my skin and the outside world.

One major point to make though is that a major side effect of some depression meds is loss of motivation and so these may be having a serious effect on completing your recovery.