Anxiety Support Group
Anxiety is a physical condition marked by intense and persistent feelings of distress, fear, angst or dread. General anxiety caused by routine day-to-day stresses usually passes quickly and is experienced by almost everyone at one time or another. However, such feelings that linger over time and are very difficult to cope with, and which lack a clear cause, may indicate...


http://www.ncbi.nlm.nih.gov/pubmed/2889722
I'm unaware of whether Xanax can cause depression. I didn't experience any, but everyone is different.
Hope you find the right med for you!
The rebound anxiety is real and its one reason that you have to be careful with the amount and frequency of Benzo doses. They are "addictive" in the sense that you have to keep increasing the dose
to get the same calming effect if taken too frequently.
I have been on a bedtime dose of 0.5 mg [ the minimum dose] of Klonopin for 5 years. If I stay up later than normal, delaying the small dose , I start to feel off ..a little bit bad..nothing specific , just general malaise. I suspect it is from my body wanting / expecting the Klonopin.
And again , this is on the minimum dose.