Without therapy or counselling (which are well worth it if you can afford it and have time to) the big things are routine, exercise, diet, and finding tasks which you find therapeutic. Some people find cleaning relaxes them, others it's cooking, others see both as stressful chores but get a lot out of journaling, or skin care, or art or playing a musical instrument. It really is so personal, for me trying out some new hobbies really helped me. It kind of became my therapeutic activity in itself, spending a little bit of time just playing around with what I did or didn't enjoy, in the way that we often don't let ourselves as adults feeling the need for everything to be about earning money, personal development, home improvements etc. Actually spending some time just doing things for the sake of it has been really helpful to me. I think that's why things like adult colouring books have taken off in recent years because it is a throwback to Childhood, can be really relaxing and isn't a goal driven activity, it's an end in itself. The same with diamond painting, jigsaws, crosswords, crochet, nano block models etc.
I also think that social support is so, so important. A lot of the time what we think is anxiety and depression is actually feeling disconnected from the people around us. A problem that has become even more prevalent due to Covid, home working, etc. And before that the rise of the nuclear family over multigenerational living (and also more communal work environment being replaced due to technological advances). So spending more time with people really in any way can improve your anxiety and depression (yes some people are more introverted but very few people are true introverts, if you are on the introverted side then just increasing your social world a tiny bit can help without threatening your comfort zone too much). If you are more extroverted then this is especially true of course. Do you have any hobbies or interests you could expand? Could you volunteer for a few hours? Are you working and engaging others through that? Could you expand that, or get a second job? Could you do something with your children's school or any other places in the community eg. Church, community centre etc. Could you meet up with friends or family a little more, or even just arrange a call or video call? Do you have anyone you can reach out to IRL or over social media?
When we connect with others, when we are in a dark place, sometimes they have a light to share and we are no longer in darkness, sometimes they have the same darkness so we are not alone in the darkness, sometimes by helping them out of the darkness we realise that there was a Light within us all along and it helps us overcome the darkness within us. Sitting alone in the dark place is the worst place to be. We are communal animals we are not meant to Be alone with our problems.