Depression is when your state of mind does not have the ability to visualize a happy life of future and this leads to unhappiness that last longer and is dangerous to your health while anxiety makes you feel nervousness, uneasiness, restless and all this will affect your mental health.

As Christians you are supposed to be mentally fit and we can overcome depression and anxiety easily as Christians When we have faith in God.
Having faith in God is believing his word as it is written in the Bible.

Philippians 4:6 Be careful for nothing; but in every thing by prayer and supplication with thanksgiving let your requests be made known unto God. 4:7 And the peace of God, which passeth all understanding, shall keep your hearts and minds through Christ Jesus.

Faith gives us the courage not to be afraid of anything including dead because we know that one day we shall die and these things we see shall be gone and we will meet with our God.

Therefore as Christians when we have the knowledge of the word of God, he word brings us peace and we will worry less about the things of this world.
Lazarus when he was on Earth did not have the best of life but he had faith that he will meet with the Lord one day and life after eternity is real.

When we have faith in God whatever we need he can provide according to his riches in glory.

Philippians 4:19 But my God shall supply all your need according to his riches in glory by Christ Jesus.

Knowing God's word will give us power to overcome doubt ,fear, depression and anxiety.

Thank you for the lesson @mcgi.