One of the keys to depression and anxiety is the loading of perfection on ourselves.
People who are depressed or anxious tend to be obsessive in their quest for perfection and beat themselves up when they don't achieve this unattainable goal.

One of the best therapies for depression and anxiety is Cognitive Therapy.
It works if you stay with it. Been there.

The other valuable advice here is to choose an exercise program but don't beat yourself up if you don't do it every day.

This condition is treatable more today than it has ever been.