Cognitive-behavioral psychotherapies include techniques such as meditation or other stress- reducing techniques. Also doing exercise is proven to reduce stress and help to overcome anxiety and depression. Yoga is a practice that units all this elements. Yoga lessons often include physical workout by asanas, breathing exercises and relaxation/meditation. So it seems logical to me that practising yoga would be a great treatment for these diseases. Searching the internet, I found a few studies and reviews suggesting that yoga can reduce symptoms of exaggerated stress response and may be helpful for different mental disorders. It seems to work by down-regulation of the hypothalamic-pituitary-adrenal axis and the sympathetic nervous system. Below I made a bibliography of studies I found. Perhaps you are interested in downloading and reading some of them. Have fun!
Brown, R.P. & Gerbarg, P.L. (2005). Sudarshan Kriya Yogic Breathing in the Treatment of Stess, Anxiety, and Depression: Part II – Clinical Applications and Guidelines. The Journal of Alternative and Complementary Therapies in Medicine, 11, 711-717.
Chen, K.M., Chen, M.H., Chao, H.C., Hung, H.M., Lin, H.S., & Li, C.H. (2009). Sleep quality depression state, and health status of older adults after silver yoga exercises: cluster randomized trial. International Journal of Nursing Studies, 46, 154-163.
Jorge, M.P., Santaella, D.F., Pontes, I.M.O., Shiramizu, V.K.M., Nascimento, E.B., Cabral, A., Lemos, T.M.A.M., Silva, R.H., & Ribeiro, A.M. (2016). Hatha Yoga practice decrease menopause symptoms and improves quality of life: A randomized controlled trial. Complementary Therapies in Medicine, 26, 128-135.
Lavey, R., Sherman, T., Mueser, K.T., Osborne, D.D., currier, M., & Wolfe, R. (2005). The effects of yoga on mood in psychiatric inpatients. Psychiatric Rehabilitation Journal, 28, 399-402.
Ross, A., & Thomas, S. (2009). The health benefits of yoga and exercise: a review of comparison studies. Journal of Alternative and Complementary Medicine, 16, 3-12.
Pilkington, K., Kirkwood, G., Rampes, H., & Richardson, J. Yoga for depression: the research evidence. Journal of Affective Disorders, 89, 13-24.
Smith, C., Hancock, H., Blake-Mortimer, & Eckert, K. (2007). A randomised comparative trial of yoga and relaxation to reduce stress and anxiety. Complementary Therapies in Medicine, 13, 77-83.
Waelde, L.C., Thompson, L., & Gallagher-Thompson, D. (2004). A pilot study of a yoga and meditation intervention for dementia caregiver stress. Journal of Clinical Psychology, 60, 677-687.
Woolery, A., Myers, H., Sternlieb, B., & Zeltzer, L. A yoga intervention for young adults with elevated symptoms of depression. Alternative Therapeutic, 10, 60-63.
Michalsen, A., Grossman, P., Acil, A., Langhorst, J. Lüdtke, R., Esch, T., Stefano, G., & Dobos, G. (2005). Rapid stress reduction and anxiolysis among distressed women as a consequence of a three- month intensive yoga program. Medical Science Monitor, 11, CR555-561.