Major depressive disorder (MDD) often coexists with anxiety disorders or symptoms, as identified by previous functional magnetic resonance imaging (fMRI) studies. These studies have found abnormal amplitudes of low-frequency fluctuations (ALFF) in the amygdala, which serve as traits and state markers of MDD. This study used standardized weighted low-resolution electromagnetic tomography (swLORETA) technology to explore amygdala markers in patients with comorbid MDD and anxiety. Participants included patients with MDD comorbid with anxiety symptoms (MDD group) and healthy controls (HC group) who completed the Beck Depression Inventory-II (BDI-II) and the Beck Anxiety Inventory (BAI). EEG data collected under resting state, happiness recall, and depressive recall tasks were converted into current-source density (CSD) values using swLORETA to assess amygdala activation. The results indicated higher beta2, beta3, and high beta levels in both the left and right amygdalae during the resting state in the MDD group than in the HC group. Similarly, elevated levels of beta2, beta3, and high beta were observed in the left and right amygdalae of the MDD group during happiness and depressive recall tasks. These findings support the presence of hyperactivity in the amygdala under resting state and emotional tasks in patients with comorbid MDD and anxiety symptoms.