OBJECTIVES: There is a controversy regarding the construct validity of anxiety and depression. Some believe that these two symptoms are basically the same construct, that is, both measure what is called 'general distress' or two phenomena are distinct experiences which often coexist. To further understand relationship between anxiety and depressive symptoms, we investigated the factor structure of a combined anxiety and depression scale among psychiatric outpatients. METHODS: Data of Zung's Self-Rating Depression and Anxiety Scales were gathered from 401 newly visiting psychiatric outpatients at a university-affiliated hospital. We performed a component analysis on the 40 items from two scales. RESULTS: Exploratory factor analysis revealed a seven factor structure explaining 56% of total variance. Overall finding indicated that depression and anxiety scales consisted of four symptom domains : mainly depressive symptoms, mainly anxiety symptoms, common somatic symptoms, and others. CONCLUSIONS: Our results suggest that the construct of self-reported depressive and anxiety symptoms are more complex than previously thought, i.e., either one or two factor theories. These findings also support that anxiety and depression can be better modeled by dimensional approach. Clinicians may be alert for the fact that both depression and anxiety scales measure distinct and also common aspects. Further researches on other scales especially, interview based instruments are needed.