• In a large, case-control family study of depression, 77 (58%) of 133 depressed probands displayed anxiety symptoms that met DSM-III criteria for agoraphobia, panic disorder, or generalized anxiety disorder. In two thirds of these 77 cases, these symptoms were associated with depressive episodes. In a previous study, the lifetime rate of major depression and anxiety disorders among first-degree family members of probands with major depression plus an anxiety disorder was found to be significantly increased regardless of when the anxiety symptoms occurred. In this study we analyzed our data according to the specific anxiety disorders observed. Major depression plus panic disorder in probands was associated with a marked increase in risk in relatives for a number of psychiatric disorders; relatives were more than twice as likely to have major depression, panic disorder, phobia, and/or alcoholism than the relatives of probands with major depression without any anxiety disorder. These results indicate that the relationship between major depression and anxiety disorders requires further study.