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Anxiety and depression are two different things, but anxiety and depression often coexist. Depression is more of a low mood and lack of hope type of feelings/thoughts. Anxiety sufferers often develop depression as a result of the anxiety. Sometimes it is difficult to differentiate between the two in a diagnostic setting. Overtime thinking aka ruminating, can be attributed to both.
I have them both... The anxiety always seems to initiate and then when I don't follow through on something or cancel on plans because of it... The depression follows... Harder each time too if you cancel plans due to anxiety.. So let me ask... when you get anxiety, do you cancel whatever it was that was causing you the discomfort?