My last girlfriend went through the same thing. Was on anxiety and depression meds as well. You dating my ol girl breh? 
But on a serious note, it's extremely difficult and you have to make the decision sooner rather than later if you can handle it, because these sort of things just don't go away. Maybe more subdued, but don't go away. I tried my best, but one of the reasons we broke up is the fact that she was constantly sad and miserable. There are going to be times when you feel like you're doing everything right and you might, but she will still be this way. I don't have a blueprint breh, but the best advice I can give you, if you want this to work is have patience. Sometimes just being there physically and emotionally while not taking to heart too much they do in this state, is the best for them. Also there are a lot of articles online about dating people with these problems.
I can tell you from personal experience though, I will never date another girl with severe depression/anxiety disorder. Nothing personal, but relationships are hard enough without the extra stress on top.

But on a serious note, it's extremely difficult and you have to make the decision sooner rather than later if you can handle it, because these sort of things just don't go away. Maybe more subdued, but don't go away. I tried my best, but one of the reasons we broke up is the fact that she was constantly sad and miserable. There are going to be times when you feel like you're doing everything right and you might, but she will still be this way. I don't have a blueprint breh, but the best advice I can give you, if you want this to work is have patience. Sometimes just being there physically and emotionally while not taking to heart too much they do in this state, is the best for them. Also there are a lot of articles online about dating people with these problems.
I can tell you from personal experience though, I will never date another girl with severe depression/anxiety disorder. Nothing personal, but relationships are hard enough without the extra stress on top.