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Background Major depressive disorder (MDD) with comorbid anxiety presents a greater treatment challenge and higher relapse risk. Non-invasive brain stimulation techniques such as repetitive transcranial magnetic stimulation (rTMS) and transcranial direct current stimulation (tDCS) have shown efficacy individually, but their combined effect remains unclear.Objective To assess the efficacy and acceptability of rTMS, tDCS and their combined therapy in alleviating depressive and anxiety symptoms in patients with MDD.Methods In this double-blind, randomised, sham-controlled trial, 240 patients with MDD with anxiety symptoms were assigned to four groups: active rTMS+active tDCS, active rTMS+sham tDCS, sham rTMS+active tDCS and sham rTMS+sham tDCS. Participants received 10 sessions over 2 weeks and were followed for an additional 2 weeks. Primary outcomes were changes in Hamilton Depression Rating Scale (HDRS) and Hamilton Anxiety Scale (HAMA) scores from baseline to post-treatment. χ² tests and mixed-design analysis of variance were used for group comparisons.Findings After 2 weeks of treatment, the combined rTMS+tDCS group showed significantly greater reductions in HDRS scores than the other three groups. Reductions in HAMA scores were also larger compared with the sham–sham group and remained superior to that of the other groups at the 4-week follow-up. The combined group had the highest anxiety response rate (82.83%, p=0.014) and remission rate (26.17%, p=0.020) at post-treatment. No serious adverse events were reported across groups.Conclusions Combined rTMS and tDCS were more effective than monotherapy or sham in alleviating depression and anxiety in MDD, with good tolerability and no significant side effects.Clinical implications This combined neuromodulation approach may serve as a promising and well-tolerated non-pharmacological option for patients with MDD with comorbid anxiety. It offers a clinically scalable intervention that could complement current first-line therapies.Trial registration number ChiCTR2100052122.