Does anyone know anything about the relationship between depression, anxiety, and taking responsibility for one's actions?

When I make a mistake, sometimes I feel like it was my own irresponsibility that caused the mistake. I know this is not always the case, often there are multiple factors at play. However, I have made some decisions in my life that I regret.

When I do make a mistake regarding something I was responsible for, I have a hard time addressing it with those that it effects. I don't lie or cover up, but I have a difficult time handling my emotions (especially feelings of disappointment / fear). I end up getting depressed / anxious / and am hard on myself for not being more careful or thinking things through better.

As I've gotten older (26) I'm seeing aspects of my personality that concern me: impatience with "life", difficulty with stressful situations, complaining when I'm actually probably anxious or fearful of something, taking the "easy way" when stressed, tired, maybe overconfidence (?)... I don't know, I feel like I could list several flaws here (and examples).

How do others handle this and are these thoughts / behaviors typical of someone with depression / anxiety?

(P.S. I'm also going to bring this up with my counselor)