Eeyup. Depression and anxiety both; not currently medicated, but I have been.
Reading the stoics helps me. Negative visualization and obsessive backup planning takes the sting out of my anxiety -- as resiliency/preparedness writer Sharon Astyk says, "work is the only antidote to fear"
... but sometimes it's too bad for that to help. Sometimes I'm too depressed to find the motivation to do that work. That's when a good councilor can really help you.
When it comes to mustashian things, the biggest help, for me, was switching to a bicycle commute.* Two reasons: one, they always recommend excersize for the anxious and depressed, but who can get into a gym when they feel like that? Not me. I *have* to go to work anyway, so if I'm biking-- bam! Exercise. Burn off some fear toxins. Reason the second, it gives you a sense of accomplishment each day you do it. So if you find yourself thinking "I am a worthless piece of shit who can't do anything" you stop yourself and say "No, I can do something! I biked to work today, and most people can't say that."
When it comes to anxiety, I think a key realization for me is when my councilor told me to start treating myself like I would anyone else. Whenever I had an anxiety attack, I'd always beat myself up over it-- boot camp motivation, I guess? Of course it does not work. It makes everything oh so much worse. If you had a friend who was a shaking, crying, I-can't-breath wreck, you'd not dare say any of that. You'd soothe them, comfort them, calm them, and then maybe try and find a way to do whatever it was that needed doing that won't trigger another attack. That sort of self-compassion has been a big help for me, when it comes to anxiety.
Oh, and watch My Little Pony : Friendship is Magic. It exists to make you
smile.
*A little 'stache of fuck-you money doesn't hurt, either, since plan Z is always "I guess I can live off savings for a while" My ultimate FIRE dream is to homestead, which is the ultimate in fuck-you money, I suppose.