Effects of baseline anxiety on the efficacy of venlafaxine extended release versus placebo were examined in a post hoc pooled subgroup analysis of 1573 patients enrolled in eight short-term studies of major depressive disorder. Anxiety subgroups were defined based on baseline 17-item Hamilton Rating Scale for Depression Item 10 score <3 (low) versus ≥3 (high). Change from baseline to final visit in Montgomery-Åsberg Depression Rating Scale total score and Montgomery-Åsberg Depression Rating Scale response and remission rates were analyzed. Change from baseline in Montgomery-Åsberg Depression Rating Scale total score and response and remission rates was significantly greater for venlafaxine extended release versus placebo in both low and high anxiety subgroups (all P < 0.0001). A statistically significant baseline anxiety by treatment interaction was observed for Montgomery-Åsberg Depression Rating Scale total score only (P = 0.0152). The adjusted mean change from baseline in Montgomery-Åsberg Depression Rating Scale total score was significantly greater in the high anxiety subgroup versus low anxiety subgroup for patients treated with venlafaxine extended release (-6.27 versus -3.89; P = 0.0440) but not placebo. These results support the efficacy of venlafaxine extended release for major depressive disorder treatment in patients with anxiety symptoms.