Depression/anxiety

I feel like I just woke up depressed and full of anxiety since last week. I have no idea where it came from, so I ignored it, thinking it would just pass but I feel worst and worst everyday. I'm currently 36 weeks + 6 days and I really don't what to do?? As I can't explain where it's coming from. I'm in a happy relationship, looking forward to meeting my baby, enjoy my job and have a supportive family. Should I seek help??