The first thing to do is to just listen. If your loved one is struggling, ask them what it is that is making them anxious or depressed. Seek to understand.
Only after you truly listen and understand their perception, then you can offer them a different perspective.
Let me give an example to illustrate. This was an exchange between me and my mom.
Recently I was overwhelmed while babysitting children. I called my mom and told her that I was struggling with this endeavor. She asked me what was wrong. I told her I didn’t feel like I was good with kids; that I was inadequate. Mom asked me why I felt that way, and I said that my patience was wearing thin too quickly, I didn’t feel like I knew how to talk to these kids, and they weren’t behaving so I felt annoyed the majority of the time instead of feeling loving towards them.
Mom listened and then she told me that it was OK for me to feel this way, since everyone feels this way sometimes. She told me that I did not have to feel like I was a “superwoman,” called to fix everyone's problems. The fact that I was there with the kids at all was a huge help to their parents. I didn’t need to be perfect, I didn’t need to completely replace the children’s parents, I just needed to do my best.
So my mom listened, sought to understand me, and then gave me a different and healthier way to think about my situation. My mom was giving me therapy. At the moment it was happening, neither of us would have called this conversation “therapy,” but looking back on this I realize that is what it was.
We can all give each other therapy. Will our “diagnosis” be as good if we are not a licensed therapist? Probably not. But this is something we should strive to do with everyone, especially if they are struggling but refuse to get help. We all want to feel loved and understood. We all want to find hope and believe that our challenges can get alleviated over time.
I don’t know how to convince someone to go to therapy. I can’t force anyone to change. But I do know that I can change the way I speak to people. I can be more loving and understanding. In other words, I can be more Christlike in my conduct. More and more do I realize that He was constantly giving people therapy. Seek to learn from the example of the Master Healer.