While traditional multivariate statistical methods can describe patterns of psychiatric symptoms, they cannot provide insight into why certain symptoms tend to co-occur in a population. However, this can be achieved using recently developed methods of multivariate genetic analysis. Examining self-report symptoms in a clinically unselected twin sample (3798 pairs), traditional factor analysis indicates that symptoms of depression and anxiety tend to form separate symptom clusters. Multivariate genetic analysis shows that genes act largely in a nonspecific way to influence the overall level of psychiatric symptoms. No evidence could be found for genes that specifically affect symptoms of depression without also strongly influencing symptoms of anxiety. By contrast, the environment seems to have specific effects, ie, certain features of the environment strongly influence symptoms of anxiety while having little impact on symptoms of depression. These results, which are replicated across sexes, suggest that the separable anxiety and depression symptom clusters in the general population are largely the result of environmental factors.