Personally I have had anemia on and off for years. I am not sure when it started because I was first diagnosed with it when I was 14, but it may have started in childhood for all I know.
I've been looking online and it seems iron deficiency is fairly common in depression and anxiety disorders. Also, today I found an article about how low iron levels in childhood and adolescents is linked to increased psychiatric risks.
Not only that but I've been reading from other sources that iron metabolism may be altered in those prone to anxiety: http://www.ncbi.nlm.nih.gov/pubmed/22035068 (In simple terms, the rats that were missing an important component of iron metabolism had an iron deficiency in the hippocampus leading to heightened anxiety). So it may not be that low iron itself causes anxiety, but that people who have iron metabolic abnormalities may be prone to developing a deficiency which then leads to anxiety.In conclusion, patients with IDA (iron deficiency anemia) did have a higher risk of psychiatric disorders, including unipolar depressive disorder, BD, anxiety disorder, ASD, ADHD, delayed development, and mental retardation. When encountering patients with IDA in clinical practice, prompt iron supplementation should be considered to prevent possible psychiatric sequelae, because ID does impair the development of emotional regulation and cognition. And vice versa, psychiatrists should check the iron level in those children and adolescents with psychiatric disorders. Finally, further well-designed cohort studies are needed to elucidate the causality or comorbid effect between IDA and psychiatric disorders.
So I guess everyone with an anxiety disorder should make sure to regularly check their serum ferritin and hemoglobin (you have to get both tested to really know if you are anemic). And keep it well controlled.