When we have depression, everything can feel very muted and dull. We often feel very low. Everything can feel very slowed down, including our thoughts and reactions to things.
When we have anxiety, everything can feel extremely heightened. We often feel very jittery and on edge. Our thoughts can speed up and our reactions to everything can feel extreme.
The best way to understand the difference between the two disorders is with the primary symptoms, starting with the mental and physical symptoms. While these symptoms can sometimes feel alike, they may present themselves for different reasons. For example, with noise sensitivity, someone with depression might need absolute quietness. They may find even the tiniest sounds feel incredibly loud. With anxiety, it could be that our thoughts are already so loud that adding in another noise can tip us over the edge.