[vorpalhex]

Not exactly a medication but alcohol for one.

But many other drugs can cause these sorts of symptoms too including anti-depressants paradoxically.

[havblue]

Do you mean a treatment for anxiety and depression or a cause?

“Here's to alcohol: the cause of, and solution to, all of life's problems.” -Homer Simpson

[vorpalhex]

Alcohol can definitely cause anxiety, and make anxiety worse.

I will also suggest alcohol can trigger depression - but that is a claim that is ripe for debate and not well accepted.

Alcohol can also "treat" (in the sense of suppressing symptoms) anxiety and depression, thus leading to a downward spiral since it tends to make these things worse, thus you get into the cycle of "Oh I'm feeling anxious, better have a beer - oh, now my anxiety is worse now that I have sobered up, better have more..."

[robonerd]

Alcohol objectively causes physiological CNS depression. Whether or not it necessarily causes the mood of depression or 'major depressive disorder' as diagnosed by clinical psychologists or psychiatrists is another matter.