As clinical practice and experimental studies show, symptoms of depression and anxiety often accompany each other. It is well known that combination of anxiety and depression in patients is treated more slowly, requires large doses of drugs, increases the likelihood of suicide and often leads to relapse. Furthermore, antidepressants and anxiolytics exert its therapeutic effect in limited cases even in monopolar anxiety or depression state. In this review of literature and our own data the relationship of anxiety and depression is analyzed. It has been shown with using the model of mixed anxiety/depression disorder caused by chronic social defeat stress, that the anxiety and depression are changed under the influence of psychotropic drugs independently.