It is traditionally thought that anxiety disorder and depressive disorder are categorically defined as two individual psychiatric disorders. As clinical practice and epidemiological studies show，however，the comorbidity of depression and anxiety is prevalent and of poorer outcomes than either disorder alone. In this review，the concepts，clinical features，therapeutic managements，and animal models related to the comorbidity of depression and anxiety are well addressed. In addition，establishing the novel animal models and developing the new agents of both anti-depression and-anxiety are discussed to improve its diagnosis，treatment，and medical prevention.