In some depression follows anxiety. And in some they occur together. In addition many Parkinson patients are depressed without being anxious. Traditionally, anxiety and depression are looked-upon as different emotions or feelings, with different causes. Anxiety includes uncertainty, fear, and worry about what MAY happen.
Depression IS a reaction to what has happened.
While depression and anxiety are different, they're also related. This suggests a common chemical in-balance may underlie anxiety and depression. Words such as I feel worried, or nervous, or irritable, or fearful, or afraid, or uncertain, or insecure, or terrified, or stressed, or tense, or panicked are used to describe anxiety. Half signal the anxiety's neither agreeable or disagreeable. Half signal the anxiety's disagreeable.