That sounds to me to be a description of someone who has had a tough time, not someone who has depression or anxiety. In fact a common thing that depressives hear is 'what do you have to be miserable about?" IIRC that was John Gregory's response to Stan Collymore.
But aren't there two types of depression - one of which Steve mentioned (reactive depression)? The other posh name for the latter would be exogenous depression, and the type to which you're referring is endogenous depression. The type Steve referred to results from things happening to you (and having suffered it, I can tell you it bloody well is depression). The other type, much more difficult to deal with usually, and the type least likely to gain understanding or empathy from the general public, is the endogenous kind, since it originates within the brain itself, and appears unrelated to the slings and arrows of outrageous fortune (except in itself being one of those).
Have I spelt those two greeky adjectives right?