I intake too much marijuana smoke and it worsens my depression and anxiety. What type of therapy would I benefit from the most?

Really? I don't mean to come across as disrespectful, but if marijuana is increasing your depression/anxiety symptoms, then stop "intaking" marijuana smoke. If you are not smoking it yourself but are being exposed because someone else is smoking in your presence (and won't stop even though s/he knows it is harming you), then that is the problem, or at least a big part of it.