BACKGROUND: In women, anxiety symptoms are common and increase during midlife, but little is known about whether these symptoms predict onsets of major depressive disorder (MDD) episodes. We examined whether anxiety symptoms are associated with subsequent episodes of MDD in midlife African-American and Caucasian women, and whether they confer a different risk for first versus recurrent MDD episodes. METHOD: A longitudinal analysis was conducted using 12 years of data from the Study of Women's Health Across the Nation (SWAN) Mental Health Study (MHS). The baseline sample comprised 425 Caucasian (n=278) and African American (n=147) community-dwelling women, aged 46.1±2.5 years. Anxiety symptoms measured annually using a self-report questionnaire were examined in relation to MDD episodes in the subsequent year, assessed with the SCID. Multivariable models were estimated with random effects logistic regression. RESULTS: Higher anxiety symptoms scores were associated with a significantly higher adjusted odds of developing an episode of MDD at the subsequent annual visit [odds ratio (OR) 1.47, p=0.01], specifically for a recurrent episode (OR 1.49, p=0.03) but non-significant for a first episode (OR 1.32, p=0.27). There were no significant racial effects in the association between anxiety symptoms and subsequent MDD episodes. CONCLUSIONS: Anxiety symptoms often precede MDD and may increase the vulnerability of midlife women to depressive episodes, particularly recurrences. Women with anxiety symptoms should be monitored clinically during the ensuing year for the development of an MDD episode.