Lavender has been proven by research to be an effective natural remedy for reducing anxiety and depression. According to a study by the journal Phytomedicine, lavender was shown to be just as effective as Ativan in treating anxiety, but without the side effects or risk of addiction. Load up on lavender oil, candles, and sprays, and take a sniff the next time you're feeling anxious. To ensure a relaxing night of sleep, spray your pillow with lavender scent before bed.