Anxiety is a tense stressful feeling and depression is a blue, sad feeling

The difference between anxiety and depression can be complex, but the differences are major in their long-term effects. Anxiety stems from the sense of dread associated with a situation without apparent danger. This is due to a prior experience or experiences that a person has been in which triggers unconscious memory, which makes it difficult for the person to control their feelings. There can either be specific or general situations which arouse feelings of dread and nervousness.

However, depression is the feeling of sadness, loss and frustration without relief or an end in sight. The difference between anxiety and depression is that depression is a long-term disorder. Often, these depressive feelings have no logical or external cause, but can be detrimental to a person’s productivity and health, as it will impact all facets of their life.

That is a great question. Most people consider them different (since they have different names - that's how the brain works), but in fact, some authors maintain that they are symptoms of the same disorder. There is a name for it in DSM-IV: "Mixed Anxiety-Depressive Disorder".

Other theories state that they are distinct disorders that tend to overlap. It's easy to see why: if you are crippled by panic attacks or general anxiety, it might effect you to the point where you become depressed about your condition. On the other hand, if you are depressed, sooner or later you'll develop anxiety about your depression. That's why a psychiatrist would typically prescribe both anti-depressants and anxiolytics. So the question is: which condition is prevalent? What causes more disturbance to a patient?

In the case of depression, the main theme is the lack of energy. It's the "less" disorder: hopelessness, helplessness, lifelessness...The sufferer may have a strong desire to get better, but simply has no physical resources to change. Anxiety, on the other hand, is characterized by excessive energy in the form of worry, fear, agitation, tension, obsessive thoughts and, well, anxiety. Hope this helps!

Anxiety can be a symptom of depression which is a broader syndrome encompassing many symptoms. Depression should be diagnosed by a competent professional so that treatment can be started right away.

Source: http://www.fight-signs-of-depression.com/how-to-overcome-depression.html