Firstly we need to identify that alcohol is a depressant, so its actually causing a large part of your anxiety and even depression.
There so many misconceptions:
Alcohol helps you to sleep? Nope... Trust us, it really doesn't. Google it. Alcohol disturbs your sleep, stops you from going into REM (that's the really deep rejuvenating sleep, mmm) so you feel tired again.
So wait. I'm drinking alcohol to feel better but it's making me feel sad in the first place? YES.