I'm anemic and have been feeling tingling and pain sensations all over my body, limbs and face. Could it be the anemia or anxiety/depression. How can?

Could be both. You should go to see your doctor for further work up. Numbness and tingling or other neurological problems can present when your vitamin b12. Level is low. And this neurological problem can become irreversible if it is not treated. Having said that, your symptoms of numbness and tingling can be caused by anxiety and hyperventilation. See your md.
See your doctor. While anemia can certainly cause you to feel unwell, there is likely more to your symptoms -- see you doctor for an exam and a full workup.