Anguish is a sensation of precordial chest tightness or oppression that has an emotional origin. Unlike anxiety which is focused on the future, anguish is experienced in the present as a state of pain and mental agony. Furthermore, distress is supposed to have different autonomic, physiological and biochemical reactions when compared to anxiety and depression. The main objective of this work is to investigate whether depression is more related to anguish than anxiety, and also to identify which variables or symptoms are most predictive of the state of anguish. A binomial logistic regression model was adjusted and statistically significant evidence was found that depression may be more related to distress than anxiety. An important depression diagnostic variable (MINI Depression) was selected in the model (at the 10% level) and its interpretation corroborates the central hypothesis of the study mentioned above. Correspondence analysis also points to clues in the direction of the research hypothesis. As for the second objective, under the same logistic model, the following variables were shown to be related to the state of distress: Gender, Reduced Hamilton Score, BSI Somatization, BSI Hostility, BSI Obsession Compulsion, Age and MINI Depression.