Anxiety and depression are widespread psychosis which are believed to affect cerebral metabolism, especially in frontal and temporal cortex. The comorbidity patients of anxiety and depression (A&D) have more serious clinical symptoms. Functional near-infrared spectroscopy (fNIRS) is a noninvasive modality used to monitor human brain oxygenation, and it could be considered as a potential tool to detect psychosis which may lead to abnormal cerebral oxygen status when the brain is activated. However, how sensitive the cerebral oxygenation response to the cortex activation and whether these responses are consistent at different stages of A&D or different regions still remains unclear. In this study, a conventional physiological paradigm for cortex activation, i.e., verbal fluency task (VFT), and a relatively new paradigm, i.e., high-level cognition task (HCT), were compared to detect A&D through a longitudinal measurement of cerebral oxygen status by fNIRS. The A&D patients at the acute, consolidation and maintenance stages as well as the healthy subjects participated in the VFT and HCT paradigms, respectively. For the VTF paradigm, the subject was instructed to answer questions of phrase constructions within 60 s. For the HCT paradigm, the subject was instructed to categorize items, logical reasoning, and comprehensive judgment and write down the answers within 60 s. For most of the subjects, the oxy-Hb is found to increase remarkably, accompanied with a relatively small reduction in deoxy-Hb when subject to both paradigms. The statistical analyses show a relatively large variability within any group, leading to the significant difference that was only found between A&D at the acute stage and healthy subjects in the temporal lobe region (p < 0.001). Nevertheless, HCT would activate more oxygen increment when compared with the VFT, with a large integral value in oxy-Hb. On average, the oxy-Hb integral value of the A&D patients differs substantially at different stages when subject to HCT paradigm. Moreover, the prefrontal lobe and temporal lobe responses were more consistent to the HCT paradigm rather than the VFT paradigm. Under the VFT paradigm, however, no remarkable difference in integral value was found among the three stages, either at the prefrontal lobe or at the temporal lobe. This study indicated that HCT, which is intensively involved in brain function, would activate more oxygenation changes in the cerebral cortex. Additionally, with good performance at distinguishing different stages according to the oxy-Hb criterion, the HCT has the potential to evaluate the therapeutic effects for A&D patients.