Hello Oceanentity, a good question but not an easy one to answer because it depends on the situation and the surrounding circumstances.
There are different techniques to change the thoughts, feelings and many ways to try and train your thoughts in a positive direction.
Each professional counsellor and/or therapist have their own ability to help those suffering from anxiety and depression.
Desensitisation or exposure therapy can be used to treat people suffering from OCD, which is an illness I have had for a long time.
Cognitive behaviour is a type of treatment that helps individuals cope with and change problematic thoughts, behaviours.
It can be used to help many people on other issues as well.