At its core, happiness is gratitude. Jews are called Yehudim (Jews) because that's the Hebrew word for people who give thanks. Thanking is what makes us happy, and the opposite - whining, complaining, comparing - is what makes us sad.
But as well as thanking for the tangible things, or obvious goods that we have, like our health, our spouses, our kids, our income, our homes, our cars, our running water etc., we can also thank G-d for all the problems we have. If we're anxious, or panicked, or depressed, that's also a message from Heaven! Instead of hanging up on the message because we don't like what it's trying to tell us, let's give G-d a minute, and listen to what He's trying to say.
If we live our lives with the emuna that everything comes from G-d, and is for our good, and is part of a conversation He is trying to have with us, we will nearly always be in a peak state of happiness.
So many people throw in the towel when they realize that they can't make their emotional problems go away. Sure, they ameliorate for a week, or a month or even a year, but without G-d in the picture, the cure or relief is only temporary.
This can be an incredibly demoralizing realization and a further source of anxiety and depression - if we aren't dealing with these issues using emuna. But there is another way of dealing with things like anxiety and depression at their root and making them a permanent thing of the past.
Simply, by accepting G-d's Will. Who made me feel anxious or depressed right now? G-d did! I tried, and I can't just will it away or pray it away. Why is G-d making me feel so down? Because He wants me to learn something from it.
He wants us to see that we can have anxiety or depression, or some other emotional problem and that we can still live with it, and still be happy and still feel safe at the same time. Just because we feel depressed right now, about a particular issue or concern, it doesn't have to permeate every aspect of our lives. We can be concerned and worried and also carefree and playful at the same time.
True, it's not the best scenario. Let's be honest and say we'd love to be happy and content 24/7, but we're just not there yet. So what! We don't have to buy into the all or nothing concept our Evil Inclination is trying to fill our heads with. Even if we're still quite depressed, and only a bit happy, that's the best we can do right now, and it's great. We have to love and accept the level we currently have, and to understand that this is what G-d wants for us right now and that it's the very best it could be.
So you don't have complete emuna yet? So what! All that means is that you'll have some anxiety and depression mixed in with your joy and happiness. Don't make yourself more depressed by telling yourself that you can't be depressed. Depression is also a message from G-d.
Depression doesn't have to be the knock-out punch for everything else in your life. Once you realize that depression doesn't have to be a funeral march, and it doesn't have to kill you, you'll be the happiest, highest-functioning, most optimistic depressed person you ever met. With G-d, there are no rules that restrict you from being very happy while you are still depressed. Don't believe anything that you ever read or heard to the contrary. Remember, that we are entering the World of Emuna, where everything is run by G-d, and anything is possible.