The objectives were to compare patient and caregiver ratings of anxiety for individuals with Alzheimer's disease and investigate their association with ratings of patient depression. Participants were 95 community-dwelling Alzheimer's disease patients and their caregivers. Measurements included caregiver proxy ratings: Rating Anxiety in Dementia, the NeuroPsychiatric Inventory, the Revised Memory and Behavior Problems Checklist, and the Cornell Scale for Depression in Dementia. Patient self-assessments included the Clinical Anxiety Scale (adapted) and the Geriatric Depression Scale. Correlations among anxiety measures ranged from rho = .16 to .40, whereas correlations between anxiety and depression scales ranged from rho = .03 to .66. Overlap among items across both anxiety and depression scales appeared to be the most important factor in determining these associations. Current scales for anxiety in dementia differ in their construction of symptoms and can overlap considerably with depression scales. Because of this, measures inadequately distinguish anxiety from depression in individuals with Alzheimer's disease. The measurement of anxiety in dementia needs additional refinement.