Self-esteem is “confidence in one’s own worth or abilities.” How much confidence you have depends on so many factors: how you were raised, your personal relationships, society, etc. If you are healthy and somewhat happy, you probably have positive self-esteem. And if you are mentally ill, you most likely have poor self-esteem.
In my experience, my low self-esteem came before I was diagnosed, but it definitely makes my Major Depressive Disorder and Generalized Anxiety Disorder worse. It means I am more likely to believe the lies that depression tells: you’re worthless and you’re hopeless. I try to fight it by staying positive, but I can’t always do it and then a depressive episode looms. I feel shame when I shouldn’t and that is my self-esteem listening to the depression. If I could be stronger in my self-belief I would have fewer lows with my depression.

How Do You Build Up Your Self-Esteem?
One of the most important facets to my recovery process is building up my self-esteem through therapy and self-care. I give myself credit for all of the little things I do (like personal grooming) and all of the accomplishments that I previously would overlook or play down. I simply have to give myself a break and distance myself from those moments where I become self-critical. Then I can gain perspective and see that some things are not my fault at all or are just problems I need to overcome.
I also do things that used to give me pleasure, whether that is reading or going for a walk. Just realizing I can still have fun makes me feel better about myself. Little by little, I begin to see that I have more value than I thought when I was in the throes of a deep depression. If, and when, that happens, I am able to stop the anxiety sooner and keep if from spiraling into depression.
Conclusions
Self-esteem is a critical piece for many patients dealing with mental illness. A low opinion of oneself only makes the illness(es) worse and so that makes therapy a key avenue for helping the patient get better. The goal is to build up the self-esteem to battle the illness and regain some semblance of a healthy life.
To find a Therapist, try the Psychology Today locator.