Abstract The prevalence of depression and concomitant anxiety is high in the community. Patients with depression and concomitant anxiety experience increased functional disability, increased disruption to social, work and family life, and frequently report more symptoms. Treatment needs to be primarily efficacious for depression and secondly for anxiety; both sets of symptoms require prompt and effective treatment. Although benzodiazepines are still prescribed for depression and associated anxiety, they are essentially ineffective in treating depression and therefore are inappropriate. The anxiolytic effect of tricyclic antidepressants (TCAs) takes longer to develop than their antidepressant effect and their adverse tolerability profile can hinder treatment compliance. Selective serotonin re-uptake inhibitors (SSRIs) are a newer class of antidepressants that are as effective as TCAs in treating depression and are well tolerated in the long term and have demonstrated efficacy in the treatment of anxiety. This paper will provide evidence to demonstrate the short- and long-term efficacy of SSRIs in the treatment of depression and comorbid anxiety, with most clinical evidence supporting the anxiolytic profile of the SSRI paroxetine.