Here is an excellent explanation of the best supplication for removing sadness, anxiety & worry by Abu Suhailah 'Umar Quinn (hafidhahullah Ta'ala).
Abu Hurairah (رضي الله عنه) narrated that the Prophet ﷺ said: "Whoever invites to guidance will be rewarded like those who follow him in the guidance are rewarded, and that will not decrease the reward of those who have followed him." [Collected by Imām Muslim]
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