Determining the best treatment for Depression or Anxiety Disorders depends on several factors like the nature of the problem, duration, severity and the impact on your functioning. For mild to moderate symptoms, usually talking therapy like cognitive behavior therapy, good lifestyle choices like mindfulness, yoga, healthy eating, sleep hygiene etc along with addressing any underlying stresses is sufficient. If severe, medicine would also help along with all of the above. Moreover, it is also important to identify and treat any underlying physical health issues or substance misuse issues. Regards