The proportion and associated factors of anxiety in Chinese adolescents with depression during the COVID-19 outbreak

•The proportion of anxiety among 3,498 Chinese adolescents with depression was 45.1% (95% CI=43.5%-46.8%) during the COVID-19 outbreak.•Concern about graduation, sleep duration <6hr/day, study duration >8hr/day, and quantity of homework higher than before were positively associated with anxiety symptoms in depressed adolescents.•The number of confirmed COVID-19 cases at a provincial level of 100-999 and 1,000-9,999 were negatively related to the anxiety symptoms in adolescents with depression.