There are several disorders that fall under the anxiety category. So, obsessive compulsive disorder, generalized anxiety, post traumatic disorder, social anxiety, anxieties of persistence state of worry. So often there are patients who have depression and often depression and anxiety go hand in hand.
But it's not necessary. So depression is a low mood, with certain associated symptom that are causing impairment, and in [xx] depending on the type of anxiety, we're talking about obsessive compulsive disorder, we're talking about intrusive thoughts and compulsions that a person is acting or generalized anxiety and state of worry and many other areas of your life, or post traumatic stress disorder, worry or anxiety as a result of trauma feeling that you'd fall shorten sense in the future, when that other some anther shoe can drop.
One's already fallen, the other one's going to fall too. So they go hand in hand but they are distinct diagnostic categories.