I have been going through some depression in the past few months, and am wondering if there is a correlation between anxiety and depression?

I used to be really great a public speaking and have to do it a lot for my job. But now I get so nervous that I sweat, my mouth goes dry, my heart starts pounding and I literally want to run out of the room. Is my depression perhaps the reason I am getting so much anxiety when I have to talk in front of people!?