Depressive and anxiety disorders frequently co-occur. It is widely known that the outcome of comorbid anxiety and depressive disorder together is more negative than each single counterpart. Clinically, comorbidity is associated with greater severity of symptoms, with an increased risk of suicide, a more reduced quality of life, and a more limited level of functioning.1 Although it can be questioned whether it is best to view depression and anxiety as a single condition or distinct conditions, current clinical practice is to diagnose both disorders separately and refer to comorbidity. However, a clear-cut optimal treatment strategy for comorbid anxiety and depression is lacking. Should we treat the disorders sequentially (treating one and subsequently the other) or parallel (treating both disorders simultaneously)? Should we start a single treatment focusing on both disorders (integrated treatment) or a transdiagnostic treatment focusing on underlying mechanisms present in both anxiety and depressive disorders?2