My DS7 (8 on the 20th) is also rather anxious. One of the recommendations from his IQ assessment session was to have him attend play therapy for school/performance related anxiety that the educational psych had picked up on during the tests.

To me I would send him to a psychologist first to understand what's causing the anxiety/depression, and see if they can help him work through it. I would only see a psychiatrist if they can't work out what's causing his anxiety/depression (my opinion only).

�...million-to-one chances crop up nine times out of ten.�
-Terry Pratchett