How our brain and personality provide protection against emotional distress. Researchers recently examined a sample of 85 healthy college students to see how a number of personality traits can protect an individual's brain against symptoms of emotional distress, namely depression and anxiety. Source 5g.
I can see how someones personality could play a part of fighting against depression. If they're positive and a really motivated person I imagine that's a good counter to being depressed.
Anxiety disorders have another personality trait in common: harm avoidance or behavioral inhibition. People with a high level of behavioral inhibition or harm avoidance tend to avoid and be inhibited by novel or unfamiliar stimuli, they tend to react with withdrawal.