Background: The controversy over the relationship between symptoms of anxiety and depression is an enduring issue. Various models have been proposed to explain this relationship. We explored the following research questions. First, using exploratory factor analysis (EFA), will the symptoms that define anxiety and depression (as in the Hopkins Symptom Checklist 25, HSCL-25) appear together in 1 factor, or are they separable into the hypothesized dimensions of the disorders? Second, using confirmatory factor analysis, how will the structural integrity of the resulting factors compare with those of the various models that have been proposed to explain the relationship between the symptoms of anxiety and depression? This issue has not been investigated in an Arab setting. Method: Participants (n = 624) were Kuwaiti national college students, who completed the HSCL-25 in class. EFA was done by principal axis factoring. Seven models were generated for comparison in confirmatory factor analysis, using 8 ‘fit’ indices in Analysis of Moment Structures, version 16. Results: The 5 factors from EFA were similar in construct to the subscales of the Mood and Anxiety Symptom Questionnaire, on which the tripartite model of anxiety and depression was validated (‘core anxiety’, ‘core depression’, ‘general distress mixed’, ‘general distress anxiety’, ‘general distress depression’). The hierarchical bifactor model and the dimensional model characterized by the correlation of these factors were best at meeting the fit indices, followed by the correlated 2-factor anxiety/depression model. In line with theory, the correlation between the specific anxiety/depression factors was lower than that between each of them and the general distress mixed factor; and there was no significant gender difference in the summed score for core depression. Conclusion: The findings support the impression that, although the core symptoms of anxiety are separable from the core symptoms of depression, there is an overlapping set of symptoms which contribute to the experience of comorbidity. The relationship between symptoms of anxiety and depression probably has dimensional and hierarchical elements. The findings broaden the evidence base of the cross-cultural validity of the tripartite model.