Iza,
if we are talking about ANTIDEPRESSANTS, the best natural antidepressant is of course our own endorphines, which means you need a bit of pain to gain them (workouts are the best way).
all other antianxiety drugs, even made on herbs, contain substances which are not naturally occuring in your body, so probably are not strictly natural. I am not sure if you may get any herbal based SSRI's effect (anti-depressant), but herbal meds working well for anxiety are valeriana, passiflora and hop plant. St Johns wort is known for his strong antianxiety effect but it is really kidny poisonous and hardly could be advised for self-treatment.
if you have slight anxiety dsorder, you may help yourself with valeriana and other herbal meds availavble form such pharmaceuticals companies as Sanofi, for example. Less worry and good sleep at night make you feel better in few weeks.
But if you have unceasing thoughts, obsessions, panick attacks, extrememly high fear - it is always better to talk to doctor about planned approach and maybe more targeted meds. You may also talk to doctor about your concerns regarding taking meds. Usually modern antidepressants have much less side effects compared to what we had for example 20 years ago, and if you are working with doctor who traces your condition and reactions, you could easily switch form poorly tolerated formulation to another one, which may help better. And of course, when doctor says this is for 5 days only (for benzos, for example) but in fact the patient prefers to stay for those drugs for longer making sometimes 2-4 years record of usage... then it is another story
