Are Alcoholism And Depression Linked br Any form of substance abuse and misuse can be tied to not only depression but also anxiety. Usually, a lot of people use drugs and alcohol in order to deal with their anxiety and depression. When they do not use, they feel physically and mentally unwell that makes them stressed about it. Using substance to deal with mental issues is not a good idea. br br If you or a loved one is looking for help with substance abuse, call our 247 helpline at 1 800-615-1067.