I too have anxiety and depression and, amongst other reasons, would use alcohol to self-medicate. My anxiety is vastly improved and my depression is slightly better. I was trying to function with a base-line anxiety level that was way too high (thanks to alcohol). Nutrition and exercise is important, I'm all about nurturing my body and mind now. I used to get massive sugar and refined carb cravings after I drank, I'm no longer riding the blood sugar roller coaster now and it's great.
Please see your doctor about any medical concerns.