Think about depression and anxieties as floods and volcanoes. Depression and anxieties are both debilitating and destructive emotional conditions and they are related. Unproductive worrying is central to both, yet each will manifest differently as the flood and volcano metaphors attempt to demonstrate. Anxieties can shoot off in a number of directions, exploding into the night full of nervous energy while depressions spread like a flood into every nook and cranny and so can smother all useful activity.
This diagram is an extract of my representation of the source and progression of most mental problems.
This shows how emotions out of control (in the Whirlpool of Emotion) for whatever reason will inevitably cause a response as attempts are made to mitigate and control the emotion. And these attempts assuming they fail are called mental illnesses.
In the centre I have put Anxieties as I see this as the cleanest response to a loss of emotional control where the flight or fight response is strong. And then on either side of Anxieties and merging into them (because the boundaries are never clear cut) lies Depression and Addictions.
So when thinking of Depression and Anxieties, it is best to see them, I would contend as related but differentiable responses to a situation of intolerable emotional distress. They are related but different – and thus requiring a response, that though also having common elements have at their core a different emphasis.