I have taken both in the past; Xanax helped my anxiety quite alot. Paxil didn't seem to work for me. But Hurgoll, there are so many meds on the market now; there are also meds that used to be used for chronic pain that also work on depression. Do you have a pain issue? It can be so depressing in itself to have to try different meds without a good result. But when you do find that med or combination of meds, you will be able to feel things like joy again. Be patient and discuss this fully with your phys. It worked for me!