Present research studied the role of anxiety sensitivity and cognitive emotion regulation in the anxiety and depression. At first, of 300 individuals who were volunteer to participate in the study, on basis of their score on the Depression Anxiety Stress Scale, 41 individuals who had one standard deviation above the mean in DASS depression component were put in the depressed group, 52 individuals who had one standard deviation above the mean in DASS anxiety component were put in the anxious group, and 60 individuals who had not high scores were casually put in the normal group. Then they completedanxiety sensitivity index andshort form ofcognitive emotion regulation questionnaire. Data were analyzed by Pearson correlation and stepwise discriminant analysis. Results showed that for the classification of the individuals in each group, anxiety sensitivity, positive reappraisal, positive refocusing, catastrophication, self-blame and others blaming had significant predicting contribution. The anxiety sensitivity was the strongest predicting variable for the membership of the individuals in the groups. In sum, 59.5% of the individuals have been placed correctly in the groups. These results showed that anxiety sensitivity and cognitive emotion regulation ,as two important factors, had important role in psychopathology of depression and anxiety and so special focus should be put on them at the time of psychotherapy.

Keywords: Anxiety Sensitivity, cognitive emotion regulation, anxiety, depression