Keeping your mental health in check is extremely important, but this isn't an easy task, particularly because it can be difficult to identify which mental health issues are affecting you in the first place. One of the main areas of confusion in mental health is with being able to distinguish the differences between anxiety and depression. For many people, feeling bad is just feeling bad. And this isn't helped by the fact that there is definitely some overlap between the two, and a person can have symptoms of both anxiety and depression.