Anxiety disorders are more prevalent among women than men. A higher prevalence of anxiety in women compared with men has been repeatedly reported in the literature. The disorders include agoraphobia, post-traumatic stress disorder (PTSD), and generalised anxiety disorder (GAD). Similar data between the two sexes have been obtained for social phobia and obsessive compulsive disorder (OCD). This suggests that biological, psychosocial, and cultural factors are related. The aim of this review is to incorporate sex and gender considerations into anxiety disorders, including current psychological theories and treatment of anxiety disorders. Lower levels of assertiveness and self-advocacy reported among women compared with men, as well as men’s lower tendency to report dependency or helplessness, may contribute to the higher prevalence of anxiety diagnoses among women. Gendered expectations and norms in daily life also play a significant role. The association between psychopathology and femininity remains contested, particularly because “masculine” behaviour has historically been treated as the implicit standard for mental health. From our perspective, and given the methodological limitations of existing research, it is not yet possible to draw objective conclusions about such complex causal pathways; current interpretations are necessarily speculative. To better understand how culture and ethnicity shape these patterns, further research is essential. The World Health Organization identifies gender as a critical determinant of mental health and illness, emphasising that integrating gender-sensitive approaches into health research strengthens scientific quality and leads to more effective and equitable mental health programs.