Unfortunately spending can have a brain chemical effect so you feel less depressed from spending. In a sense, you are self-medicating, avoiding your actual problems through spending and the resulting anxiety about your spending.

I would cancel my credit card and work with cash only and a good budget or would start using an ATM card tied to my bank account or a credit card paid for in advance so I would have to choose whether I wanted to buy stuff I did not need or "eat" this month.

I would also get a therapist to work with for my feelings of depression and/or anxiety.