Depression can come and go. There is an old expression "I got up on the wrong side of the bed this morning." This usually relates to a person waking up in a bad mood. The bad mood may be one of anger or simply feeling really down. If you were to ask them how they felt they would probably say something along the lines of "I don't know, I'm just feeling really down. I'm not myself today. I guess I'm depressed about something." These emotions may very well be the result of an episode or a sequence of dreams that they experienced the previous night.
The important thing to note here is that in most cases this feeling of mild depression, often times referred to as "The Blues" is temporary. It may last for only a few hours or it might last for a few days. But it is safe to say that this variety of depression is transitory and is not the kind of depression we talk about when we are looking at long-term clinical depression.
However, in many cases long-term clinical depression might be unorthodoxly considered transitory, even though it can exist for months or years, as compared to a person suffering with an anxiety disorder. This is because anxiety has a biological and physical presence within our bodies and it is only when this usually beneficial human resource goes out of control and over-reacts that people begin to suffer with a variety of anxiety disorders.
Anxiety therapy is designed to help people learn how to live a full and meaningful life coping with the particular level of anxiety that exists for them.
In the most common anxiety disorders the person suffering with the disorder will tend limit their degree of social interaction. This may take the route of cutting off visits with friends and family, stopping activities that they used to enjoy, starting to spend a lot of time by themselves and perhaps trying to dull their pain by drinking too much or taking legally prescribed or illegal drugs.
This isolation from friends and family and life in general, will pretty much guarantee that the person with the anxiety disorder is extremely vulnerable to slipping into depression. So sometimes the best way to help someone with depression is to tactually treat them for their anxiety.
In other words when it comes to anxiety and depression, which comes first "The chicken or the egg?"