Depends of the users mindframe and psychology at the time.
If youre concerned about taking a big dose or are overly paranoid about ODing then yes,anxiety attacks are possible(although its the above thought proccess that triggers the anxiety,not the drug itself).
Same with depression,if you feel guilty that you use drugs and you view it as something dissapointing for you,for family,loved ones etc,then yes,you might get depressed after using.
Same goes for all drugs obv...