What clinicians have long noted, recent systematic studies have demonstrated, that anxiety and depression commonly coexist (Roth & Mountjoy, 1982; Hamilton et al., 1984; Dobson, 1985). Many patients with anxiety present with concurrent depressive symptoms and many depressive patients present with concurrent symptoms of anxiety. The past or concurrent incidence of major depression in a sample of agoraphobic panic patients for example may be as high as a 70% (Breier, Charney & Henninger, 1986). Moreover, those individuals with mixed disorders seem to suffer from greater morbidity and poorer psychosocial outcomes (Stavrakaki & Vargo, 1986; Van Valkenburg et al., 1984; Klerman, 1986; Paykel et al., 1973).

In spite of this clinical significance, understanding of the phenomenon and treatment possibilities are incomplete. Experts still disagree about the interaction of depression and anxiety and suggest that this interaction is an artifact of measurement. Previous studies have relied on lifetime prevalence rates or cross-sectional assessments of anxiety and depression without the advantage of clear exclusion criteria that enhance the reliability of diagnosis. Cross-sectional studies about the comorbidity of anxiety and depression have often not been helpful (Mullaney, 1987; Stavrakaki & Vargo, 1986), partly because we have little information about the experience of comorbidity or knowledge about the co-occurrence of symptoms. This paper explores an alternative assessment approach, the Experience Sampling Method (ESM), to highlight daily experiences of subjects with anxiety and depression.