Asthma Causing Depression

I've had depression for years now, but over this past year or two my mental health has been improving. A couple months ago, I ended up in the emergency room due to difficulty breathing. After tests and x-rays, they confirmed it wasn't a respiratory infection or anything. They gave me an inhaler and prescription cough medicine.

I went a couple weeks after that feeling fine, but after that, I started having asthma symptoms again. While relatively minor, I have asthma symptoms on the daily. I take my inhaler and it works just fine, but it's making my depression and anxiety worse. I fear that eventually it will get worse, and something bad will happen. It's intensifying my agoraphobia, especially since it's winter and everywhere I go there is really dry air that seems to trigger it more. It's another problem to put on top of the rest of the pile of health issues. Yet this is much different since many of my physical health problems don't entirely pose a potential threat to my life, they're just horribly inconvenient and sometimes debilitating.

This is a very new experience for me and I am trying to figure out how so many people, including family, handle their asthma on a mental health level. Does anyone else have similar problems? How have you coped with this?