Can anxiety and depression cause memory problems?!

I've been diagnosed with anxiety and I've also had some depression especially after my Dad died and I was wondering if this could interfere with cognitive function?  I am starting to forget things more easily and I have trouble concentrating and multitasking, which I never had trouble with before.  I'm really freaking out thinking I have some kind of neuro disease like MS.

[ccda112]

i find that i also have trouble remembering things and i wonder if it is due to the medications i take. it bothers me that i cannot remember some things that i learned in college but a good majority of them. i think the anxiety is taking up more space in our brains than the useful knowledge