I've been experiencing chest pain, shortness of breath, pain in arm and pretty much all the things of a heart attack.i asked my doctors and they took 2 ekgs and determined i have anxiety disorder and depression. is it normal to have this pain every d?

Chest pain: For peace of mind consult a cardiologist for an evaluation and appropriate testing. If your symptoms are then thought to be due to stress and anxiety, I believe stress management therapy would be beneficial. If depression is a concern, I recommend consulting a psychiatrist as you shouldn't try to fight through it on your own as it can spiral out of control.

Chest pain/dyspnea: No, while there are some causes for somatic pains related to anxiety, it's rare. You should get chest X-rays also to make sure there isn't something involving your lungs, and pulmonary function tests. Do you wheeze at all or is it associated with eating anything?