Pain medications (usually opioids) cause a phenemenon called as dependence. The pain might have subsided but your body will be adjusted to the medications. At this juncture, abruptly stopping medications cause withdrawal symptoms. In your case, the description of anxiety and low mood aptly fits as withdrawal symptoms. Now, to avoid these withdrawal symptoms, the best thing to do is to taper down the dose of drugs over days or weeks or months (depending upon the dose) and gradually stopping it. Hope this helps. Thanks.