[matt30822]

As thirteen said above it is most likely because the two are so closely linked - most people who have one or the other generally have some symptoms from the other. It is important that you go and see the specialist if you can as they can determine whether you are suffering from just anxiety problems or if you have a comorbid problem with depression which can also be treated and will help solve both conditions faster (if both were present as opposed to just one being treated and other not).