Anxiety and depressive disorders often co-occur and the order of their emergence may be associated with different clinical outcomes. However, minimal research has been conducted on anxiety-anxiety comorbidity. This study examined factors associated with anxiety comorbidity and anxiety-MDD temporal sequence.Online, self-report data were collected from the UK-based GLAD and COPING NBR cohorts (N = 38,775). Logistic regression analyses compared differences in sociodemographic, trauma, and clinical factors between single anxiety, anxiety-anxiety comorbidity, anxiety-MDD (major depressive disorder) comorbidity, and MDD-only. Additionally, anxiety-first and MDD-first anxiety-MDD were compared. Differences in familial risk were assessed in those participants with self-reported family history or genotype data.Anxiety-anxiety and anxiety-MDD had higher rates of self-reported anxiety or depressive disorder diagnoses, younger age of onset, and higher recurrence than single anxiety. Anxiety-MDD displayed greater clinical severity/complexity than MDD only. Anxiety-anxiety had more severe current anxiety symptoms, less severe current depressive symptoms, and reduced likelihood of self-reporting an anxiety/depressive disorder diagnosis than anxiety-MDD. Anxiety-first anxiety-MDD had a younger age of onset, more severe anxiety symptoms, and less likelihood of self-reporting a diagnosis than MDD-first. Minimal differences in familial risk were found.Self-report, retrospective measures may introduce recall bias. The familial risk analyses were likely underpowered.Anxiety-anxiety comorbidity displayed a similarly severe and complex profile of symptoms as anxiety-MDD but distinct features. For anxiety-MDD, first-onset anxiety had an earlier age of onset and greater severity than MDD-first. Anxiety disorders and comorbidity warrant further investigation and attention in research and practice.