Depression and anxiety can occur at the same time. In fact, it’s been estimated that 45 percent of people with one mental health condition meet the criteria for two or more disorders. One study found that halfTrusted Source of people with either anxiety or depression have the other condition.Although each condition has its own causes, they may share similar symptoms.. exercise is a proven mood-booster that’s good for your body and mind. Exercise also raises your self-esteem and confidence and can improve your relationships. And it’s considered to be a treatment for mild to moderate depression.