Taking care of yourself means not just your body. Talk to your family doctor if sleep disturbances, depression, or anxiety are concerns that good nutrition and exercise are not easily combating or creating overwhelming stumbling blocks to getting started with healthy lifestyle changes.
Build a good support system with seeing a counselor if you need it. If you don't feel comfortable talking about these issues and needing a referral with your family doctor, consider that you need to find a new one. You deserve the best care.