Depression is - hopelessness. Sickening, dry, fat hopelessness that bores into you.
Anxiety is - being frozen to your chair, physically unable to stand, even if you wanted to.
Depression tells you to stop taking your pills, to stop eating healthy, to stop going to therapy, because none of it matters anyway and you should just quietly curl up into a ball and let yourself fall asleep forever.
Anxiety tells you to stop taking your pills, or maybe take all of them at once. To eat heathy, but eventually to stop eating altogether. To go to therapy and admit that you're just a lying **** - you're not sick, you just want attention. It tells you that you have no control and that it knows your heart better than you do.