Hey man, every human is different, with different needs and emotional/physical desires. Have you never been motivated to have sex, or are you shy in such a way that it's inhinbited you from pursuing relationships? Either way, it's nothing to be ashamed of or let negatively influence your self esteem.
As for the anxiety, I suspect you're dealing with some emotional issues that probably cause both your lack of sexual activity AND your anxiety and depression. In other words, your anxiety may reflect issues larger than just your sex life.
I would suggest talking to a counselor, psychiatrist, psychologist, etc. There's no reason to internalize your feelings - getting them out in the open with a professional can only help.
Most of all, hold your head up - you're probably a great human being who shouldn't let your sex life define you as a person. Life is about so much more than just having sex or having a girlfriend ...
Seriously, talk to a professional so you can lick the anxiety, and when you're ready and you meet the right girl, nature will take its course like it has untold times before.
I am 28 ... only experienced true sex once and that was after waiting more or less as long as you. A sexless life does cause anxiety and stress in abundance, I think you know that but it is nice to share this with you as being both in the same boat, we can take strength at least from that.
Being highly virile, my main gripe is that I am wasting my potential at a key young age.
Many people can undoubtedly understand how you feel, and people older than you have given up on finding their soul mates as it hurts too much to keep looking and not finding it. So, you are hardly alone in missing out on love. Indeed, thousands of love songs have been written about it. Heck, "I Know I Need to be in Love" by the Carpenters was written for people like this.
But, if you just sit around a feel sorry for yourself, how are you going to find that special girl? If you tell us what you think it is about yourself that prevents you from meeting other women, then maybe we can help you. Otherwise, seek some professional help. Ask friends to help you. Get out and do things where woman hang out. There is certainly someone out there.