BackgroundThis study investigates possible circularity in mechanisms of change in participants of Master Your Mood (MYM), a cognitive-based, online intervention for young adults with depressive symptoms. A previous study showed that MYM effectively reduced depression and anxiety and strengthened mastery.MethodWe randomized 244 participants with depressive symptoms into MYM or a wait-list control condition. We explored the circularity hypothesis by several analyses. Correlations were computed to determine the association between (change in) depression and anxiety. Path analysis mediation models were used to explore whether change in anxiety and mastery mediated the intervention effect on depression, whether depression and mastery mediated the effect on anxiety and whether depression and anxiety mediated the effect on mastery. We used linear regression to explore whether early changes in anxiety predicted later changes in depression, and whether early changes in depression predicted later changes in anxiety.ResultsCo-morbidity between depression and anxiety was high (69.2%) and the association between depression and anxiety change was strong (r = 0.677,p < 0.01). Changes in anxiety and mastery mediated change in depression (mediation proportion 44%); changes in depression mediated change in anxiety (79%) and mastery (75%). We did not find an early change in anxiety predictive for a late change in depression, and vice versa.ConclusionsThis study appears to confirm the hypothesized circularity in the recovery process. We found high co-morbidity and strong correlation between depression and anxiety levels and bi-directional relationships between potential mediators and outcomes. Early anxiety change scores were not predictive of late depression change scores, and vice versa.