We examined the association between the Hamilton Depression Scale (HAMD) approach to classifying depressed patients into anxious and nonanxious subgroups and the Diagnostic and Statistical Manual of Mental Disorders, 5th Edition (DSM-5) anxious distress specifier subtyping. Two hundred two depressed patients were interviewed with semistructured diagnostic interviews. Patients were rated on the 17-item HAMD and the Hamilton Anxiety Rating Scale and completed the Clinically Useful Anxiety Outcome Scale. Both approaches toward identifying anxiety in depressed patients resulted in most of the patients meeting the anxiety subtype. Both subtyping methods were significantly correlated with clinician-rated and self-report measures of anxiety, and scores on the anxiety scales were higher in the patients who met the anxious subtype. However, DSM-5 anxious distress subtyping was only marginally associated with the HAMD anxiety/somatization factor subtyping approach (k = 0.21), and dimensional scores were only moderately correlated (r = 0.50). These findings indicate that the DSM-5 and HAMD approaches toward identifying an anxious subtype of depression are not interchangeable.