We experience “bad thoughts” that cause us depression and anxiety. They cause us depression/anxiety because they are untrue. I’m saying that the Truth of God can replace the bad thoughts and cause the depression and anxiety to disappear. I’m sure you’re aware of the biblical exhortation to “renew your mind”. What this means is prune your thoughts so that you are thinking things that God declares are true rather than un-true. I can explain this in much greater depth if you want me to. But I’m not going to do that unless you ask because it’s fairly complex theology and would take lots of words and I’m wanting to be brief in my blog. If you ask, I’ll give more detail.
Try this mind experiment. Next time you’re depressed, look inside and see what thoughts (which tend to be conscious) and beliefs (which can be less conscious, more hidden) you’re experiencing along with your depression. Then figure out if this thought/belief lines up with God’s Truth or not. You will see that it never does line up. It will contradict the Truth.