Here is my take on it. Anxiety, depression, phobias are all our own creation. It was all creations of our own belief system. And our belief system is the result of how we interacted with and reacted to our past life experiences.
Of course, it would look complicated and hopeless once we are affected by it. But understanding that this is something that is our own creation is fundamental to overcoming it.
It is something that medical science and psychologists are still trying to understand and find a cure. If an antidepressant or one form or other therapy could help a patient, that is great. But there is another way to cure is called alternate to therapy, especially for those who have already tried antidepressants and/or therapy without any success, in which you do a self analysis to find out the root cause of the anxiety, depression, phobias and confront it. Although you need a impartial guide to walk you through the self analysis, he doesn't need to be a psychologist, just an impartial, caring friend or relative could do it.