Depression is often linked to increased mortality but the strength of this link is controversial and even less is known about how anxiety affects mortality. Norwegian researchers studied 61,349 people over a 3-6-year period. They found that depression was associated with a 52% increase in mortality, on a par with smoking. This could only be partially explained by physical illness among the depressed people. The relationship between anxiety and mortality was more complex with depressed people who were also anxious being less likely to die. Anxiety had a 'U-shaped' relationship to mortality with moderately-anxious people living longer than those with low and high levels of anxiety.
Mykletun, Arnstein ... [et al] - Levels of anxiety and depression as predictors of mortality: the HUNT study British Journal of Psychiatry August 2009, 195(2), 118-125