OBJECTIVES: The objectives are to estimate the prevalence of comorbid anxiety and to compare the influence of comorbid anxiety on medication adherence and health resource utilization among privately insured individuals with Major Depressive Disorder (MDD). METHODS: Patients with MDD between 18 and 64 years of age newly initiating an antidepressant between July 1, 2005, and December 31, 2006, were identified from the MarketScan Commercial Claims database. MDD patients were defined as having comorbid anxiety if they were concurrently diagnosed with generalized anxiety disorder (GAD), panic disorder (PD), or social anxiety disorder (SAD). We used a retrospective cohort study design to compare the effect of comorbid anxiety disorder on antidepressant adherence measured as proportion of days covered (PDC), adherence (PDC ≥ 80% ), and presence of emergency room (ER) visit or inpatient encounters. Student t-tests were used to compare adherence rates and logistic regressions were used to compare health service utilization (ER visit and hospitalization) between patients with and without comorbid anxiety disorder. RESULTS: Of 71,467 adults with MDD, 8.4% had GAD, 7.1% had PD, and 6.1% had SAD. The mean value of PDC among the study population was 0.56. MDD patients with comorbid anxiety had significantly higher PDC value than patients without comorbid anxiety (0.58 vs. 0.56, p<0.01). MDD patients with comorbid anxiety were more likely to have mental health-related ER visits than patients without comorbid anxiety after adjusting for age, gender, Charlson comorbidity index, and covariates associated with prior health care utilization (OR=1.16, 95%CI=1.10-1.22). However, there was no difference between patients with and without comorbid anxiety in the probability of hospitalization. CONCLUSIONS: MDD patients with comorbid anxiety had higher mental health-related ER visits. Clinicians treating patients with MDD should consider the role of comorbid anxiety on medication adherence and clinical outcomes.