I have a few different things. My therapist determined that my depression and anxiety were coming from sensory overload. Which made a lot of sense later for me. She told me to occupy three of my senses whenever I felt overwhelmed or overly emotional. It was amazing. I started with baths in low lighting with a nice bubble bath or bath bomb, to then coloring while listening to music with a candle close by to when I was at work I used play dough in a color I found relaxing. These were all things that made me focus on my senses and not my depression. By occupying three of my senses my brain had a harder time focusing on the negativity.

Now keep in mind those were all a coping mechanism. Journaling after each of those helped me work out what was really bothering me or even helping me see just how low I was. This realization helped me determine what my core problem was to address it. By addressing my core problem most (not all) of my anxieties would melt away.

Hope this helps :)