It seems like it sometimes. Therapy is good. If you can't make it or want to try something self-paced -- I like "Get Out of Your Mind and Into Your Life" by Steven Hayes. The one with the workbook. It's ACT (Acceptance and Commitment Therapy). CBT is good as well.

If you have a mountain or hill nearby, go bike, walk, hike, run, climb up it. Just you (or and some friends), some good feeling pain, and nature.