We all try to "get rid of" pain and stress, "reduce" fear, and "fight" depression. I don't think this is best.
I've said before that I think we should instead calm fear, empathize with pain, give depression a hug, and negotiate with stress. Embrace each as being a part of you, and treat them gently.
But one thing I've learned more recently - after you've calmed one, and before you send it away, you should thank it. Thank stress for trying to help motivate you. Thank pain for helping you be connected with reality. Thank depression for helping you express how you really feel. Thank fear for caring and working to protect you.
And then sent it away... Let go of fear or pain, rather than holding on to it.