Everyone has ups and downs. It's those who feel more than the average person (genetically or because of their history), or those who have experienced trauma who get stuck in the anxiety and depression cycle. There are many people who are sensitive to these states of mind and body, and paradoxically these people are often very loving, talented, intelligent, and capable people. This can make the pain of depression and anxiety especially acute because of the potential you know exists inside of you.
You may have concerns about your own capacity for healing, or for the effectiveness of therapy with your particular issue. The reality is that often recovery from intense depression or anxiety is most effective from an approach that takes into account your history, your personality, your strengths and your family history. Accounting for these areas in your treatment will facilitate faster recovery and more integrated recovery. You may also be taking medications right now for your depression and/or anxiety and are nervous about getting off of them, either wanting to stop them or not. My sense of medication is that it is beneficial for some people to reach a state where they can do the deeper work which leads to lasting recovery. And if you are hoping to transition off your medication then developing resources will be invaluable to your continued success. All these decisions made concerning medication should be consulted with your doctor so that you are getting the best care possible.
My experience working with depression and anxiety has been enhanced by my own journey. I have learned the best way to be of service to others is to walk ones own path, and for me that has taken the form of processing and learning from mental states and body sensations that accompany anxiety and depression. I found that when I turned towards the pain and uncomfortable feelings then they actually diminished in the light of my awareness. This is often difficult to do when feelings and sensations are especially intense, but the result is worth it!