As awareness of depression has recently increased, the need for diagnosis and customized treatment is also increasing. Depression is usually associated with other psychiatric disorders such as anxiety disorder; therefore, it is necessary to identify its pathophysiology. This study aimed to elucidate the pathophysiology that appears specifically in the patients with depression group when depression and anxiety coexist. First, the 43 questions of the Traumatic Antecedents Questionnaire (TAQ) were divided into eight groups, and through the item response theory, it was confirmed that the items belonging to each group were distributed according to their severity and could reflect depression, anxiety, and suicidal ideation. Second, using bifactor analysis for answers to the depression and anxiety questionnaires, I identified a model wherein the items consist of six individual factors and one g-factor, and the model was used to obtain the g-factor score of each subject who participated in the subsequent image study. Third, brain regions were delineated showing group differences in neurokinin receptor availability which is related to both depression and anxiety. Results showing differences in all cortical and four subcortical regions suggest that Neurokinin-1 Receptor (NK-1R) availability is associated with depression across nearly the whole cortical area rather than some specific regions. However, the difference was not directly associated with shared psychopathology, suggesting the connecting mechanism between them. In the depression group, NK-1 binding availability was significantly reduced in all cortical areas and four subcortical regions. NK-1R availability was found to be associated with common factors through brain functional connectivity, and finally, the prediction accuracy of the scoring model predicting the degree of depression was improved through dynamic functional connectivity analysis of the brain. Through this study, it was possible to infer the possibility that the functional circuit leading to the right amygdala, nucleus accumbens and insula could be modulated by the NK-1R binding potential of the nucleus accumbens and that it is one of the neuroimaging markers of depression and anxiety psychopathology.