Anxiety and depression seem to go hand in hand for a lot of people. I know I've been Dx'd with and am on meds for both. Learning to get in touch with your feelings can be really hard, so maybe with the anxiety gone you were able to access some old feelings that you've been surpressing for a while. But being sad doesn't mean that you're or will become depressed.

Finally - I can't help but be a mother hen and point out that you should never take other people's medications. You never know how you're going to react. If you think that you need meds to help you deal with your anxiety - then talk to your Dr.
--splitimage