Well, it depends on two things really:
- Is the cause behind your anxiety and depression related to a medical condition that can be traced through blood tests?
- What type of blood test are they doing? There are so many different things blood tests can look for, that usually they instruct the lab to test for specific things.
Too many people shy away from discussing things like stress as if it's something to be ashamed of.
Stress is a medical condition, so it makes sense to talk to a doctor about it.
Also, when it comes to your frame of mind, the only thing that will help you is reaching out to other people. If we were meant to deal with these kind of problems on our own, humans would have evolved to live up on tree-tops, only coming down for lunch or a quickie :)
We're social creatures. Alienating ourselves and not talking about problems only magnifies them - or so I have found. Anyway.