The aim of this study was to analyze the relationship between school anxiety, trait anxiety, state anxiety and depression in a sample of Spanish high school students. Specifically, this research examines the relationships between different situations and responses of school anxiety, trait/state anxiety and depression. The sample consisted of 1.409 students, ranging in age from 12 to 18 years (M = 14.32, SD = 1.88). The distribution of the sample was as follows: 12-13 years old (131 boys and 135 girls), 13-14 years old (121 boys and 105 girls), 14-15 years old (103 boys and 120 girls), 15-16 years old (111 boys and 106 girls), 16-17 years old (120 boys and 134 girls) and 17-18 years old (89 boys and 134 girls). Chi-square test of homogeneity of frequency distribution revealed no statistically significant differences between the twelve groups Gender x Age (chi(2) = 1.32, p = .572). School anxiety was measured with the School Anxiety Inventory (SAI) [1]. SAI measures seven factors: four school situations (Anxiety faced with School Failure and Punishment, Anxiety faced with Aggression, Anxiety faced with Social Evaluation, and Anxiety faced with School Evaluation), and three anxiety response systems (cognitive, physiological, and behaviour). Trait anxiety and state anxiety were measured by State-Trait Anxiety Inventory for Children (STAIC) [2] for participants age 15 and with State-Trait Anxiety Inventory (STAI) [3] for the sample between 16 and 18. Depression was measured by Children's Depression Inventory (CDI) [4], translated and validated for Spanish population [5] [6]. CDI measures two factors: Dysphoria and Negative Self-esteem. Correlations between school anxiety and trait/state anxiety and depression were calculated using Pearson product moment correlation coefficients. In this case, Cohen [7] suggests that values >= 0.10 and =< 0.30 indicate a relationship of small magnitude, and values between 0.30 to 0.49 and > 0.50 indicate an average magnitude and high, respectively. The results show positive and statistically significant correlations between all factors of SAI with Trait Anxiety and State Anxiety (both for children and adolescents) (p < .01). Correlations ranged between low to moderate magnitude (r = .25 - .46). The results also revealed that all correlation coefficients between school anxiety and depression were positive and statistically significant (p < .01), ranging from low to moderate magnitude (r = .21 - r = .39). In conclusion, this study found positive and significant relationships between school anxiety, trait/state anxiety and depression, confirming results from previous studies. However, this study performed a comprehensive analysis of the different situations that cause anxiety and school anxiety responses and how these relate to trait anxiety and state anxiety (both children and adolescents) and depression with different subscales. Practical implications of these results are discussed.