Anxiety and depression are certainly two sides to the same coin; depression can be considered a symptom of anxiety disorder, and anxiety can be considered a symptom of major depressive disorder. This makes the delineation between the two conditions somewhat tricky, but do not worry, alternating bouts of the two is common.
It would be useful for you to figure out what exactly characterizes your "anxiety" and "depression" in order to find the most effective treatment options. For example, if your anxiety is characterized by obsessive circular thinking, meditation can help calm the mind and exercise can release some of your stress. If your depression is characterized by a lack of energy, taking herbs that work as stimulants might help give you energy.
As you can see, treatments vary depending on the type of symptom being experienced. If you are on some medications for one of the aforementioned conditions, be sure to see if the side effects of them might be causing the other condition. Otherwise, try and figure out the root cause(s) of your conditions and work on treating those!