First, are you getting the results you expected? I recently ran across some fake gear and was lucky it wasn't something worse than fake.
Second, those drugs have a profound effect on your mood/mind, and no two people will respond psychologically the same to like drugs.
Three, go see a mental health professional and get assessed. There are a lot of great anti-depressants on the market, and the anti-anxiety drugs available are a miracle if you're depressed, because depression and anxiety are two different sides of the same coin.
Just don't let your mental health care team know you're using gear unless it is by prescription. Even if it were though, I think the first thing a psychologist or psychiatrist would tell you if he/she knew you were using AAS would be to insist you get off of the AAS before they would let you begin your anti-depressant protocol.
Additionally, the conversations with your health care professionals are protected to a point; if you were ever arrested for using illegal steroids, and the arresting officer discovered you were seeing a mental health care professional, they would subpoena those records and they would get them.