Anxiety grows from concern about the future and depression grows from concern about the past.
Both are like waves of thought that transport a person away from reality into a maize of unsolvable fear and pain. Both are founded on illusions, and as real as these sensations are, one can exit at any moment with the simple, but sometimes illusive awareness, of the fact that nothing is a problem. And if nothing is a problem a person can not feel depressed or anxious. And life only feels like a problem when it is not going the way you want it to – but that is a notion that a person can challenge at any moment, even in the midst of deep pain.
So the exit from deep pain is often much simpler than the sensation would indicate and it certainly does not require deep introspective thinking.