When I had anxiety and panic really bad, I felt like I was in a prison and that sure depressed me. When I finally got medicated things started looking up. I felt free. BUT, I didn't know what to do with myself and even though I was much happier I still felt that underlying depression. Pre-A/P, I was always prone to depression.
Finally I just made some lifestyle changes and things are feeling a lot better. I moved, got a new job, and have been a lot more active socially. There's very little in my life now that reminds me of those really bleak days. Sometimes I think about
it and am amazed because it really wasn't that long ago.
I think it's great you're exercising. That may be keeping the depression from worsening. Other than that, perhaps try to break your routine a little? Anxiety/Panic can really wear on a person over time. Maybe you just need to experience some new things? This is going to sound hippy-ish or new age, but it might be a good idea to get in touch with your creative side. That's what really helped me to turn the corner, I think. I don't want to plug my blog (happypills will make fun of me), but have a look at it. It started as just an Anxiety/Panic recovery blog but now it's 50 percent a photoblog, too.
Like I've said on here before, "creative" doesn't necessarily have to do with visual art. Your creative strength may be in another area: building things, problem-solving, writing, etc. Even reading is a creative exercise because as you read a book, you're basically making a movie in your head.
Hope some of that helps. It sucks to be depressed and it can be hard to overcome it. Since you said you're not usually a sad person, I would think this is only temporary.
In any event, good luck and welcome to the forum.
My Brain: My friend, My enemy: A blog to chronicle my attempt to recover from anxiety/panic disorderanxietypanicdisorder.blogspot.com/