The objective of this study was to compare psychological characteristics, such as temperament, character and defense style of depressive disorder with anxiety to depressive disorder without anxiety. The study used a total of 416 patients, divided into two groups (210 with anxiety, 206 without anxiety). These data was obtained from a database of patients who had visited a Yeungnam University Hospital’s psychiatric department from April 2009 to March 2019. Levels of anxiety were rated based on the Korean version of the Beck Anxiety Inventory (BAI). Psychological characteristics between the two groups were compared using the Temperament and Character Inventory (TCI) and the Defense Style Questionnaire (DSQ). Also, a multiple regression analysis was conducted to investigate the effects of temperament, character, and defense mechanisms on comorbidity of anxiety. No significant difference was noticed in demographic characteristics between the two groups. The comorbid anxiety group exhibited higher novelty seeking, harm avoidance, self-transcendence but lower reward dependence, self-directedness, cooperativeness. The comorbid anxiety group used defense style such as maladaptive, image-distortion, self-sacrificing more frequently. Multiple regression analysis showed that harm avoidance, self-directedness, self-transcendence, defense style such as maladaptive, image-distortion, adaptive significantly affected the severity of anxiety. Logistic regression analysis showed that self-transcendence and defense style such as maladaptive, image-distortion, adaptive significantly affected the comorbidity of anxiety. These findings would be useful in understanding patients of depressive disorder with anxiety. Various psychotherapies can anticipate the prognosis of depressive patients and establish the plan of treatment.