My experience may be very different then yours. I am a recovering alcoholic and addict who has had major depression my whole life. I self medicated with pot and alcohol for years. In a certain sense they worked as I was able to function until which time I was no longer able to function. The drugs and alcohol were way out of hand and quit working.

When I was about 15 years sober and nothing was working for my depression I decided to try pot. I was desperate. I concluded it did not work for me. It depends on the strain too. Some strains would make me really tired and lose motivation which was not what I was looking for. Other strains would make me motivated but also paranoid. I quit using it. I have anxiety but not severe and not panick attacks. I can see where it would help with sleep and with anxiety. When I am severely depressed I have no desire to smoke and if I forced myself to it only made it worse.