How is depression and anxiety associated?

They fuel each other: Anxiety often leads to depression - & vice versa. Therefore, they often appear together by the time treatment is sought. But they are not one & the same. Anxiety is draining, it wears us down. Depression may result in part because of prolonged diminished "energy"/spirit. Preexisting depression weakens us, makes us feel vulnerable & life becomes uncertain & scary -often predisposing to anxiety.

They often: Go hand in hand. Both depression and anxiety are simply symptoms of various illnesses, both physical and emotional.