@imksr, welcome to Mayo Connect, and to this discussion. It is one of the hardest parts of the diagnosis. We're treated and sent out into the world to live as normally as possible, but we're always thinking about when the cancer will return. Even after five years, I certainly think about it every day, but I've come to a place of acceptance too. This is my life, and I'm continuing to live it every day.
Do you have multi-focal lung cancer? How long ago was your initial diagnosis? Have you sought out any counseling or spoken with someone from palliative care at your cancer center? Depression and anxiety can be a side effect of the diagnosis and can be treated just like any other side effects that we experience.