You have to start by entering their world. Scripture, over and over, treats us as a body & soul combo. You cannot underestimate the body-side or the soul-side of. anxiety and depression. Always remember the first words of Heidelberg Catechism #1: “That I am not my own, but belong with body and soul, both in life and in death, to my faithful Savior Jesus Christ.” This means, among other things, that there will be spiritual remedies (like reminders to confess sin then trust in the assurances of God’s forgiving grace through Jesus Christ) and physical remedies (including things like melatonin for a better night’s sleep or even prescriptions from a trusted doctor). Notice how St. Paul advises Timothy along these lines, “No longer drink only water, but use a little wine for the sake of your stomach and your frequent ailments,” 1 Timothy 5:23.
I have found this little narrative so helpful. It is from President George W. Bush’s memoir Decision Points, pp. 45-46 (no judging the source, just learn from it!):