I have anxiety and get depressed over it. What helps me the most is just doing small goals, like cleaning my desk, finishing a chapter in a book, making a special snack I like, learning something new, etc.
These things seem small, but seem to at least get me distracted enough to forget I have anxiety and depression. The worst thing for me is when people just tell me to stop being anxious or stop being depressed. It just makes things much worse. Having small goals and achieving them works for me and I think the little goals all add up towards a much bigger achievement in the end.