Background In the epidemiology of late life depression, few insights are available on the co-occurrence of subthreshold depression and comorbid symptoms of anxiety. The current study aims to describe prevalence patterns of comorbid anxiety symptoms across different levels of depression in old age, and to describe the burden of depressive symptoms and functional disability across patterns of comorbidity. Methods Respondents were older adults in the community, age 65-104 (N=14,200), from seven European countries, with in total nine study centres, collaborating in the EURODEP concerted action. Depression and anxiety were assessed using the Geriatric Mental State examination (GMS-AGECAT package), providing subthreshold level and case-level diagnoses. Presence of anxiety symptoms was defined as at least three distinct symptoms of anxiety. Number of depressive symptoms was assessed with the EURO-D scale. Results The prevalence of anxiety symptoms amounts to 32% for respondents without depression, 67% for those with subthreshold depression, and 87% for those with case-level depression. The number of depressive symptoms is similar for those with subthreshold-level depression with comorbid anxiety, compared to case-level depression without symptoms of anxiety. In turn, at case level, comorbid symptoms of anxiety are associated with higher levels of depressive symptoms and more functional disability. Limitations GMS-AGECAT is insufficiently equipped with diagnostic procedures to identify specific types of anxiety disorders. Conclusions Anxiety symptoms in late life depression are highly prevalent, and are likely to contribute to the burden of symptoms of the depression, even at subthreshold level. © 2013 Elsevier B.V.