Anyone else experiencing increased anxiety and depression on the pill?

I've been on tri cyclen lo on and off for about 7 years. But I've recently been taking it consistently for almost a year. I've noticed I get more anxious and easily upset while I'm on it. It's putting a strain on my relationship. Which is long distance. So the pill is mostly for me to monitor my period and help with heaviness. I've stopped taking it this month and I already feel better. Even tho my period is 4 days early and I'm really nervous about how heavy it's going to be. Has anyone felt like this on the pill? Has anyone found a good alternative?