I have found biblical approaches to anxiety and depression to be ineffective or counterproductive. For instance, telling people to cut it out, or give it to God in prayer, to memorize scriptures. This doesn’t work; the whole problem is you can’t just stop or surrender even though you want to. Worse yet are injunctions that make you feel bad about something because “it’s your fault”: you are sinning by worrying, weak in faith, or possibly demonized. I have found that a healthier approach is to change my relationship to my emotions. Instead of resisting them, I get curious about them. I feel anxious. That’s interesting! What does that feel like? What are the emotions, thoughts, and memories I’m experiencing? Sit with the emotion, don’t resist it. Fully accept yourself and have compassion for yourself in this moment. Negative emotions are not good or bad; they simply are. They don’t define you. All negative moods are my teachers. They are trying to tell me something. If I stuff them or try to repent them away, they won’t listen and I won’t learn.
Meditation is the most effective tool I’ve ever encountered for dealing with emotions. It’s nothing like prayer, because in prayer you’re usually striving for some desired outcome. In meditation, you just observe and sit with things. You learn not to be driven and controlled by your mind and emotions, but instead to be present with your experience. This allows you to face your troubles and work through them, and let go of resistance to the uncomfortable aspects of human existence. It also helps with addictions, for addictions are based on fighting the present moment and trying to escape the uncomfortable. If, instead, you sit with it and learn from the experience, it will pass. All emotions are temporary, even if they feel incessant and all-consuming.
Much what I’m saying is contained within Buddhist psychology and transpersonal psychology, which are not religion but more like a science of the mind (although there are Buddhist religions). They’re based on thousands of years of careful observation and examination of moods and mental states in meditation, and conclusions about them. They’ve now entered into mainstream psychology in the form of mindfulness and other therapies.