Anxiety and depression are not one and the same.
Pathological anxiety is a diffuse fear in response to an improbable or unfounded event that paralyses or causes one to flee, to avoid a situation. Depression is a lack of energy, a hindrance, a devaluation of self.
Anxiety arises from the future (anticipated uncertainty of the outcome of our actions), where depression is rooted in an insurmountable past.
Anxiety comes from the outside, when depression is rooted in an inner malaise.
An anxious person is not depressed, while a depressed person is very often anxious.