1. Introduction Depression and anxiety are the most common psychiatric illnesses, with more than 300 million people in the world affected by depression and almost 7.3% of the world’s population, or one out of nine people having at least one anxiety disorder [1,2,3,4]. In fact, people with one disorder can also have the features of a second one as a comorbidity [5]; however, distinguishing them is essential and has been proven to be difficult [6].