Generally both these terms appear as if they have the similar meaning but actually both are different. In literal terms, both have the different meaning. But mostly, people take it as if both are same.
Depression causes sadness, despair and people often remain angry. While a person with anxiety experiences a lot of fear. It seems he is always afraid of the situations.
But there is a treatment for both of them. Anxiety is treated by some antidepressant medicine and depression is cured by behavioral therapy. There are also other symptoms of both of them from which we come to know that a person is facing these diseases.
Mostly relaxation exercises are given to patients so that they would get rid of these diseases. Even diet and nutrition monitoring also plays a major role in this. Exercise keeps the body strong and a person remains confident enough to face any situation.This is how depression and anxiety are related to each other.