One of the things I've learned from AA is to live "one day at a time." Now you might think that's a trite little saying (I did too) but the steps of AA helped me to learn HOW to do that.
Once you get better at living one day at a time (today, because that's the only day possible) the past and the future lose their control over you. When you think about it, all regrets are in the past. And fear and anxiety is about events that (might) be in your future.
Some form of physical activity or exercise that you can do everyday can help with depression. I've really gotten into tennis. It's great physical activity and you do it with other people so there's a social aspect that dosen't include drinking.