Depression and anxiety are going to correlate. If you put depression as a dependent variable you can divide anxiety in 3 groups: low, medium and high (33% of your subjects in each group or you can skip the medium group and only use the low and high anxiety groups). Then you can group age in e.g. 3 groups and also use gender (male, female) as independent variables.
Then you do a linear regression test. This is more sophisticated that just use t-tests and correlations. I attach my paper: Depression, anxiety, hostility and hysterectomy which is here on RG.
Hello Mary Antoniete Jacinto
You can use Pearson's correlation to find out the correlation , and and use ANOVA to comparisons between groups two groups. And perfom paired t test with score of anxiety and depression questionnaire with respondents age group to find anxiety and depression amoung respondent with respect of their age.
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