For many of us, depression and anxiety form two halves of the same problem. A simplistic but valid model says that depression involves regret about the past, while anxiety represents fear of the future. Either way, difficulty with acceptance underlies the psychic distress.
Any activity that increases one's ability to accept the human condition will therefore help. Few of us received enough love, support, and safety growing up. Every one of us has made mistakes and hurt others. We all face uncertain futures that could well be tragic. For many reasons, some people end up crippled by these realities. Root causes include poor role models, hypersensitive responses due to past traumas, and the endemic strife fostered by modern society. There are many ways one can work to increase acceptance of life's difficult truths.
A good treatment model in the therapeutic realm is ACT: Acceptance and Commitment Therapy; one can learn much just from reading the many good books on this method. Mindfulness meditation is an excellent technique for increasing tolerance of discomfort and uncertainty. Aerobic exercise releases tension and builds confidence. Also, take a look at EFT: Emotional Freedom Techniques. Numerous videos about this deceptively simple and odd-looking method can be found online; many people have found it remarkably helpful for both fears and regrets.
Your desire for natural treatments is commendable; medications are of course available, but if the problems can be lessened through action rather than medication one ends up feeling empowered and accomplished: exactly what helps one feel less afraid of the future and less discouraged by the past.