From anxiety to feeling really down

Does anyone else experience this, one minute you'll be fine the next out of the blue you'll feel so worthless and hopeless and this can last for hours.

In mindfulness we were told to just sit with the feelings as they were just thoughts nothing that can hurt you but it's awful that you finally start to feel normal and your feelings throw something else at you.

What do others do in this situation?

I went through a phase like this too, in between when the anxiety was out of control and when it got better.  It was awful how my emotions could just change drastically in a moment.  Like you said, I'd be just fine, feeling good and then bam, one or two thoughts would just drag me down until I was so sad, depressed and felt like things would never get better.  For me, it passed as I got my anxiety more under control and really worked on changing my thinking pattern to being more positive.  I agree with what you said about staying with the feelings and letting them be, it's true that they are only thoughts and feelings and they can't hurt you.  But you could still try distracting yourself with a book, or music or something you enjoy doing.  I know when I was in that kind of mood I didn't feel much like doing anything, and sometimes had to force myself to get up and move to help get through it.  For me, and I hope for you, as I got more confident in my abilities to handle the anxiety, these feelings went away.  I've got better control over my emotions now because the anxiety isn't throwing a wrench into everything else.  You'll get there too!

Thankyou all for the replies, it's so nice to have others understand what you're going through.

I just have to learn to control these down periods or not so much control but to be able to live in a comfortable state with them.