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Major depressive disorder with a comorbid anxiety disorder or with significant anxiety symptoms (here called anxious depression) is common and has been associated with poor clinical course trajectories. However, various dichotomous as well as dimensional definitions have been used to label anxious depression and it remains unclear to which extent these result in inconsistent findings. This review provides an overview of recent literature on the impact of anxiety in depressed patients on clinical course trajectories, treatment outcomes, and underlying neurobiological dysregulations.Anxious depression seems associated with poorer clinical course trajectories and treatment nonresponse as compared with ‘pure’ depression, regardless of which definition is used. Recent studies have attempted to determine specific efficacy of novel pharmacological treatments for anxious depressed patients, but have not been conclusive because of the insufficient number of studies and differences in definitions and assessment of anxious depression. Neurobiology studies suggest that anxious depression is associated with increased immune dysregulation, more cortical thinning, and corticolimbic dysfunctions as compared with ‘pure’ depression.Anxious depression appears to be a common and clinically relevant subtype of depression as it predicts poorer course trajectories. As populations with anxious depression may benefit from specific treatment regimens, further research is necessary to better delineate its definition and neurobiology. The relatively new Diagnostic and Statistical Manual of Mental Disorders-5 anxious distress specifier is a welcome development and should be further investigated and compared against other anxiety constructs.