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Using a cross-sectional survey, we investigated the way in which the naturally occurring latent groups distinguished the levels of social functioning of university students. A sample of 1988 participants (69.1% female; mean age of 21.44 [SD = 3.094], between 17 and 64 years) completed the Patient Health Questionnaire-9, the Generalised Anxiety Disorder-7, and the Social Functioning Questionnaire. The anxiety and depression symptom classes were compared for levels of social functioning. The four meaningful classes were found to be Class 1 (20.3%) “Healthy”, Class 2 (35.3%) “Anxious exhaustion”, Class 3 (18.3%) “Anxious depression” and Class 4 (26.1%) “Low distress”. Although depressive symptoms were endorsed across all classes, it was those with higher levels of anxiety that showed poorer social functioning. The findings show symptom differentiation and highlight a need for better targeted and tailored interventions for the differentiated comorbid presentation of depression and anxiety among university students.