I had protected sex with sex worker but still very worried about hiv going in depression?

HIV: Although protected sex does not mean that you cannot become infected with stds it makes it significantly less likely. The best thing for you to do is to go to a knowledgeable physician and be tested for HIV as well as other stds. If this is all negative and you are still anxious suggest consult with a mental health specialist, either psychiatrist or clinical psychologist. Good luck.

Therapy: Your chance of having caught HIV is basically zero, your chance of having caught something else is very low, but you realize that your feelings have been stirred up by what for you was probably an emotionally complicated adventure. Please get with someone who can help you understand yourself & what happened -- and hopefully turn this into a basically pleasant memory of a milestone.