Depression and anxiety are highly correlated, yet little is known about the course of each condition when presenting concurrently. This study aimed to identify longitudinal patterns and changes in depression and anxiety symptoms during antidepressant treatment, and evaluate clinical factors associated with each response pattern. Self-report Patient Health Questionnaire-9 (PHQ-9) and General Anxiety Disorder-7 (GAD-7) scores were used to track the courses of depression and anxiety respectively over a three-month window, and group-based trajectory modeling was used to derive subgroups of patients who have similar response patterns. Multinomial regression was used to associate various clinical variables with trajectory subgroup membership. Of the 577 included adults, 373 (64.6%) were women, and the mean age was 39.3 (SD: 12.9) years. Six depression and six anxiety trajectory subgroups were computationally derived; three depression subgroups demonstrated symptom improvement, and three exhibited nonresponse. Similar patterns were observed in the six anxiety subgroups. Factors associated with treatment nonresponse included higher pretreatment depression and anxiety severity and poorer sleep quality, while better overall health and younger age were associated with higher rates of remission. Synchronous and asynchronous paths to improvement were also observed between depression and anxiety. High baseline depression or anxiety severity alone may be an insufficient predictor of treatment nonresponse. These findings have the potential to motivate clinical strategies aimed at treating depression and anxiety simultaneously.