Frequently, when a person experiences depression, it’s often – though not always – accompanied by anxiety. That can complicate recovery, as research finds that people who experience high levels of anxiety, like persistent or excessive worry, respond less well to treatment for depression.

“So that makes it harder to get over the depression,” says Dr. Jesse Wright, director of the University of Louisville Depression Center.

Pile on top of that the rising level of stress that many in the U.S. are experiencing – as reported in the American Psychological Association’s latest annual Stress in America survey – and you have an even rockier road to mental wellness.

“Not every person with an anxiety disorder is depressed, and not every person with depression is full of anxiety, and similarly not every person with either of those conditions has a lot of stress in their life,” Wright says. It may be that genetics has more to do with a person’s depression than what’s happening at work or home, for example. “But it’s more common to see these three problems all interwoven, and to try to treat somebody you have to address all three,” he says.

Though the relationship is complex, there are a number of reasons why stress may be associated with mental illness.

“A first episode of depression or anxiety often accompanies a stressor,” explains Dr. Dolores Malaspina, a professor of psychiatry and child psychiatry at NYU Langone Medical Center in New York City. For example, serious childhood adversity, such as emotional or sexual abuse or the loss of a family member, can set the stage for future depression, she says.

Future episodes of depression – marked by everything from low or depressed mood to feeling worthless – or anxiety may not necessarily be related to stress. However, chronic stress can induce a person’s so-called fight-or-flight response (as the body prepares to take on or run from a perceived threat) with not only physiologic consequences, such as raising blood pressure and disrupting sleep, but mental health effects as well, like worsening anxiety.

Conversely, struggling with anxiety or being depressed can be a significant source of stress in a person’s life. “If you have depression, that problem in and of itself is stressful, and it tends to lead to things that create more stress in your life,” Wright says.

You can see a vicious cycle at play out on the job. “If you have depression, and you have such low energy that you’re having difficulty getting to work, and when you get to work, you’re having trouble concentrating – your mind’s wandering all over the place, and your mind’s full of all these self-condemning and hopeless thoughts – it makes it hard for you to function at work,” Wright explains