I was one also that had bad anxiety and depression I tried to mask with booze. I also was taken a little back when I first got a depression diagnosis years ago, but for many with depression, we may have it and not even realize it as it's become so embedded over the years.
I also am on zoloft which has been very helpful for me. You can talk to your doc about it as it does take some time to figure out what the right meds and dosage works best for you.