Out of 184 children and teens being evaluated for psychiatric disorders, 57% had a history of allergic disorders, including asthma. Young people with internalizing disorders (such as depression and anxiety) were almost twice as likely to have a history of allergies than young people without an internalizing or externalizing disorder. (ADHD is an example of an externalizing disorder).

http://www.sciam.com/article.cfm?alias=depression-anxiety-tied-t&chanId=sa003&modsrc=reuters