The On-the-Surface Distinctions Between Anxiety and DepressionSuperficially, anxiety and depression would seem to represent discrete psychiatric categories. That is, contrary to depression, if you're besieged by an anxiety attack, it feels as though your life is in peril--you're in a state of extreme agitation, your palms are sweating, your heart is pounding, and your breathing is labored. On the other hand, when you recall the worst depression you've ever suffered, what probably comes to mind is the terrible sadness, the sense of hopelessness. . . .