Anxiety and depression, while different, often occur together (Relationship Between Depression And Anxiety). It has been estimated that half of all adults who have been diagnosed with an anxiety disorder or major depression also experience the other.1 This double whammy is especially challenging—and annoying, to under-exaggerate. Why is it that anxiety and depression can occur together? Researchers are hard at work investigating this very question. The answer is a work in progress, but these four reasons help explain why anxiety and depression often occur together.