Background. To examine cross-national patterns and correlates of lifetime and 12-month comorbid DSM-IV anxiety disorders among people with lifetime and 12-month DSM-IV major depressive disorder (MDD). Method. Nationally or regionally representative epidemiological interviews were administered to 74045 adults in 27 surveys across 24 countries in the WHO World Mental Health (WMH) Surveys. DSM-IV MDD, a wide range of comorbid DSM-IV anxiety disorders, and a number of correlates were assessed with the WHO Composite International Diagnostic Interview (CIDI). Results. 45.7\% of respondents with lifetime MDD (32.0-46.5\% inter-quartile range (IQR) across surveys) had one of more lifetime anxiety disorders. A slightly higher proportion of respondents with 12-month MDD had lifetime anxiety disorders (51.7\%, 37.8-54.0\% IQR) and only slightly lower proportions of respondents with 12-month MDD had 12-month anxiety disorders (41.6\%, 29.9-47.2\% IQR). Two-thirds (68\%) of respondents with lifetime comorbid anxiety disorders and MDD reported an earlier age-of-onset (AOO) of their first anxiety disorder than their MDD, while 13.5\% reported an earlier AOO of MDD and the remaining 18.5\% reported the same AOO of both disorders. Women and previously married people had consistently elevated rates of lifetime and 12-month MDD as well as comorbid anxiety disorders. Consistently higher proportions of respondents with 12-month anxious than non-anxious MDD reported severe role impairment (64.4 v. 46.0\%; chi(2)(1)=187.0, p<0.001) and suicide ideation (19.5 v. 8.9\%;chi(2)(1)=71.6, p<0.001). Significantly more respondents with 12-month anxious than non-anxious MDD received treatment for their depression in the 12 months before interview, but this difference was more pronounced in high-income countries (68.8 v. 45.4\%; chi(2)(1)=108.8, p<0.001) than low/middle-income countries (30.3 v. 20.6\%; chi(2)(1)=11.7, p<0.001). Conclusions. Patterns and correlates of comorbid DSM-IV anxiety disorders among people with DSM-IV MDD are similar across WMH countries. The narrow IQR of the proportion of respondents with temporally prior AOO of anxiety disorders than comorbid MDD (69.6-74.7\%) is especially noteworthy. However, the fact that these proportions are not higher among respondents with 12-month than lifetime comorbidity means that temporal priority between lifetime anxiety disorders and MDD is not related to MDD persistence among people with anxious MDD. This, in turn, raises complex questions about the relative importance of temporally primary anxiety disorders as risk markers v. causal risk factors for subsequent MDD onset and persistence, including the possibility that anxiety disorders might primarily be risk markers for MDD onset and causal risk factors for MDD persistence.