The two, unfortunately, can go hand in hand. It appears that it is sadly often undiagnosed and untreated or under-treated. Some of us don't even recognize that we're depressed or that we can do something about it, but suffer in silence. Not only does depression affect us, but it affects our families and friends, too.
MSAA has a great page with information about depression and how you can help yourself. There are resources found in these links.
Since anxiety can often go along with depression, here is a great link for information about anxiety.
Make sure you're talking frankly with your doctor about any symptoms of depression or anxiety. Please share here what has worked well for you, too.