help gaining weight

Hello. I'm new here. I'm a female, about 5'5" and I am underweight
(probably about under 100 pounds, I'm too scared to find out). I'm
very concerned about this. A little bit of my background: I have been
having problems with anxiety and depression. Sometimes this makes me
lose my appetite and it could be the reason why it's hard to gain
weight. I'm not taking medications. I try to eat 3 meals a day, I
don't eat much, it's not my thing. I go for 40 minute walks 6 days a
week, and get aerobic exercise once a week. I'm still struggling with
the anxiety, but I'm getting a little better. Since I am getting a
little better, I thought I'm start gaining the weight I lost, but it
hasn't happened. I am thinking of seeing my doctor about this. I would
like to know if anyone has advice on how to gain weight (Eat more
meals? Exercise less?). I appreciate your advice, thank you.