Marijuana may help holiday anxiety and depression. There has been research confirming marijuana, in the right doses, can help with anxiety, sadness and depression. A portion are using them in a low-dose form to manage stress, depression and anxiety. RELATED: 5 Things To Do If You Often Wake Up Anxious More specifically, 89,3% of all session saw significant drop-offs with depression symptoms after smoking marijuana. A Washington State study utilized a data-centric approach using human test subjects to reveal marijuana’s efficacy in treating depression, anxiety, and stress found in everyday life.