I am depressed or sad about 80% of the day, but what prevents me from thinking about is, learning! just learn something, languages maybe. Why? It takes time and concentration that you would spent on anxiety or bad feelings and to that, it trains your brain.
If you dont like learning, then try meditation.
Its not even as hard to do as everyone tells, I started it when I just needed to calm down.
So you sit yourself on the ground, on the bed or somewhere (not a chair)
sit this way:

and concentrate
1. on your beath, IN - trough the nose, OUT - trough the mouth
2. try to dont think about anything
--> if this shouldnt work, you have your eyes closed and try to see forms or object in your eyes, try imagine there would be a circle in the middle of [what you see, when your eyes are closed]
do this every evening or every second evening and ... you feel better!