Mindfulness comes from Buddhist insight meditation. The clinical application of this was first devised as an eight week programme by Jon Kabat-Zinn at The University of Massachussetts Medical Centre, for helping people cope better with long term physical health problems.
Later he applied it successfully to people with panic and generalised anxiety. In the late 90s, it was further developed to include elements of cognitive therapy for helping prevent relapse in cases of recurrent depression.
The programme works by taking the extra stress out of the condition. By accepting, if not liking, the condition in the present moment, one learns not to tense up against it, so not making it any worse and giving the body the optimum chance to heal.
One definition of mindfulness is ‘putting the mind where the body is’. In anxiety and depression, being in the body means being in the here and now, not worrying about the future (anxiety) or comparing yourself unfavourably against some idealised ‘you’ in some other place and time (depression).