I have seen this question a couple of times before on this website with very different, yet correct, proofs of this proposition. I came up with the following proof, and would like to know if it is correct.
Using that if $(a,b)=d$ then $d=ma+nb$, we have
if $(a+b,a-b) =d$, then
$$d=a+b+a-b=2a$$ $$d=a+b-(a-b)=2b$$
Thus,
$d | 2a$ and $d| 2b$
And,
$d=1$ or $d=2$