Generalized anxiety disorder (GAD) and major depressive disorder (MDD) are very closely linked. There is a strong body of literature to suggest that anxiety generally precedes depression and that most people who are anxious eventually become depressed. Some researchers even suggest that GAD should be seen as a precursor to and subtype of MDD. However, a study of 972 people in New Zealand had found that the relationship between the two conditions may be more complicated than first thought. Anxiety began before depression in 37% of depression cases but depression began before anxiety in 32% of anxiety cases. 72% of people who experienced anxiety at some time in their lives had a history of depression whereas 48% of people who experienced depression at some time in their lives suffered from anxiety. During adulthood 12% of the sample had GAD and MDD at the same time (comorbid) of whom 66% had recurrent MDD and 47% had recurrent GAD. The researchers concluded that depression was just as likely to lead to anxiety as vice versa. The link between the two conditions was - in the researchers' view strong enough to justify there being a new diagnosis of GAD/MDD.
Moffitt, Terrie E. ... [et al] - Depression and generalized anxiety disorder : cumuluative and sequential comorbidity in a birth cohort followed prospectively to age 32 years Archives of General Psychiatry 64(6), 651-660