The holiday blues, characterized by depression and anxiety around the holidays, are not uncommon and can be triggered by a number of factors.
The UC Davis Health System mentions these possible causes:
The time change and exposure to fewer daylight hours. Greater consumption of alcohol. Eating too much at holiday get-togethers. Planning too many events, and overcommitting. Having unrealistic expectations about what you should accomplish during the holidays. Lack of exercise and not enough time for yourself.