Background: Generalized anxiety disorder (GAD) is difficult to recognize and hard to separate from major depression (MD) in clinical settings. Biomarkers might support diagnostic decisions. This study used machine learning on multimodal biobehavioral data from a sample of GAD, MD and healthy subjects to differentiate subjects with a disorder from healthy subjects (case-classification) and to differentiate GAD from MD (disorder-classification). Methods: Subjects with GAD (n = 19), MD without GAD (n = 14), and healthy comparison subjects (n = 24) were included. The sample was matched regarding age, sex, handedness and education and free of psychopharmacological medication. Binary support vector machines were used within a nested leave-one-out cross-validation framework. Clinical questionnaires, cortisol release, gray matter (GM), and white matter (WM) volumes were used as input data separately and in combination. Results: Questionnaire data were well-suited for case-classification but not disorder-classification (accuracies: 96.40%, p <.001; 56.58%, p >.22). The opposite pattern was found for imaging data (case-classification GM/WM: 58.71%, p =.09/43.18%, p >.66; disorder-classification GM/WM: 68.05%, p =.034/58.27%, p >.15) and for cortisol data (38.02%, p =.84; 74.60%, p =.009). All data combined achieved 90.10% accuracy (p <.001) for case-classification and 67.46% accuracy (p =.0268) for disorder-classification. Conclusions: In line with previous evidence, classification of GAD was difficult using clinical questionnaire data alone. Particularly cortisol and GM volume data were able to provide incremental value for the classification of GAD. Findings suggest that neurobiological biomarkers are a useful target for further research to delineate their potential contribution to diagnostic processes.