Emotional self-responsibility requires courage. Succumbing to depression, anxiety, stress requires that we do absolutely nothing at all. The difference between the two involves making a choice, making a decision to be in charge of our own emotions instead of allowing our emotions to run our lives...to ruin our lives. Making a decision and sticking to it no matter what is difficult.
But in the case of depression and anxiety the easy way turns out to be very hard on us. And the hard work involved in seeking out alternatives for succumbing to depression will, in the long run lead to an easy, calm way of life. Your choice. Your hard work. Your reward.
There is a wealth of information on alternative methods to manage our emotions, restorative breathing, yoga, exercise, service to others, reconnecting with others, meditation. They all work. But they only work if you do the work.