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Generalized anxiety disorder (GAD) is frequently co-morbid with major depression (MDD), and this becomes more so when the duration requirement is relaxed. Both anxiety diagnoses and anxious symptoms are more common in both unipolar and bipolar depression. This paper explores the relationship between anxious symptoms and GAD with both unipolar and bipolar depression.MDD and bipolar disorder (BPD) are compared in three important respects: the extent of their co-morbidity with anxious symptoms and GAD, the effects that anxiety has on outcome of MDD and BPD, and the effects that anxiety has on the probability of suicide in each disorder.Anxious diagnoses occur frequently in association with depressive disorders, albeit to a different extent in the various subtypes of depression. In both disorders, anxiety affects the outcome and makes suicidal thoughts, and completed suicide more likely.Anxious phenomena should be assessed whenever a depressive disorder is diagnosed. It is likely that the raised expectancy of anxious phenomena is related to an individual's premorbid level of negative affect, and it is possible that suicidal phenomena are related to subthreshold hypomanic symptoms.