I'm sorry, I know this isn't a popular opinion since this is a natural remedy/herbal forum. I'm all for using natural things to treat a large amount of health issues, but mental problems are not one of them. Not by a long shot. True depression/anxiety can be dangerous if it isn't treated properly. If you think that you have a chemical imbalance, I STRONGLY urge you to see a physician to get a referral to a therapist who can recommend a medication to your doctor.
If your depression or anxiety is likely caused by outside sources like stress or unfortunate circumstances, herbal remedies can help you feel better in the meantime. It's not a cure, though. St. John's Wort, like others said, is said to help. It's also said to have some very negative effects in people with true depression. Tread carefully.