Both the 17-item Hamilton Rating Scale for Depression (HRSD17) and 30-item Inventory of Depressive Symptomatology – Clinician-rated (IDS-C30) contain a subscale that assesses anxious symptoms. We used classical test theory and item response theory methods to assess and compare the psychometric properties of the two anxiety subscales (HRSDANX and IDS-CANX) in a large sample (N = 3453) of outpatients with non-psychotic major depressive disorder in the Sequenced Treatment Alternatives to Relieve Depression (STAR*D) study. Approximately 48% of evaluable participants had at least one concurrent anxiety disorder by the self-report Psychiatric Diagnostic Screening Questionnaire (PDSQ). The HRSDANX and IDS-CANX were highly correlated (r = 0.75) and both had moderate internal consistency given their limited number of items (HRSDANX Cronbach's alpha = 0.48; IDS-CANX Cronbach's alpha = 0.58). The optimal threshold for ascribing the presence/absence of anxious features was found at a total score of eight or nine for the HRSDANX and seven or eight for the IDS-CANX. It would seem beneficial to delete item 17 (loss of insight) from the HRSDANX as it negatively correlated with the scale's total score. Both the HRSDANX and IDS-CANX subscales have acceptable psychometric properties and can be used to identify anxious features for clinical or research purposes. Copyright © 2011 John Wiley & Sons, Ltd.