What are the links between anxiety and depression? They seem to go hand-in-hand for a lot people and I'm beginning to wonder because I get very depressed (like more than the average person) sometimes and I never thought it could be linked with my anxiety but I'm seeing links between my panic attacks or feeling anxious and worked up for long periods of time and being depressed. Maybe it's because I still feel like something's wrong with me because of my anxiety? It does play with my self esteem a lot... Thoughts, suggestions, your own experiences?