To have anxiety or be depressed is to be systematically in disharmony with one's evolving exploration of life.
When I'm with a horse - and the more creative and challenging the interaction, the more this is effective - I'm in a interspecies-funny mirror dance. At an emotional level, this means I'm always balancing her emotions. When she is anxious, I relax. When she is dragging her feet, I raise my energy. This dance operates at all the levels of my aware-being. For example, every emotional shift corresponds to a physical shift too: my arms fingers legs body, teaching me to harmonize their imbalances.
So there's that.
But also: Horses describe a complex metaphor that can be ever further explored.
For instance: They describe the relationship I have with my selves, and how I interact with them. Body, emotions, thoughts, will, perspective, etc