When I finished chemo, I had an emotional meltdown and could barely function or sleep.
My doctors suggested antidepressants and sleeping pills. I dabbled in the sleeping pills when things got unbearable but avoided the antidepressants as I really want a life without pills.
I took the offer of free counselling through our local cancer society, and additional counselling via my workplace employee assistance program.
The cancer society counselling (with a "counsellor") made me feel good after each session, probably due to airing my thoughts and emotions to a neutral bystander. But it didn't really improve the REAL problems of insomnia, anxiety and depression.
However the EAP counselling (with a "psychologist") almost immediately gave me tools via practical suggestions and cognitive behavioural therapy, which fixed my insomnia and consequently the anxiety and depression.
Now I'm sleeping 7-8 hours per night without medication, functioning at work, not thinking about cancer much at all, and getting my life back on track. Without evil medications which only treat the symptoms and avoid addressing the problem.
So I highly suggest trying a service and if it does not work, trying a second or third one until they help.
Disclaimer: I am very opposed to medication, partially as I am a Side Effect King. But no offence intended to those of you who successfully use meds to control anxiety and depression.