One of the most important cognitive factors that may influence the development of anxiety disorders is the concept of perception of control. Empirical evidence supports the assertion that people who feel they are more able to control events in their environments are less likely to develop some type of anxiety disorder. One experiment involving people with panic disorder, in particular, performed by Sanderson, Rapee, and Barlow, found that the individual's illusion of control served as a good predictor of whether or not the person would experience a panic attack. Another important psychological paradigm that has been proposed to explain the causes of panic disorders was proposed by David Clark. According to Clark, panic disorders result from a gross misinterpretation of bodily sensations. Regardless of whether or not the trigger stimulus is an external or internal stimulus, the panic attack is associated with a cognitive misinterpretation of a biological reaction. Support for Clark's cognitive model of panic disorder comes from laboratory studies wherein attacks are induced in individuals with panic disorder by increasing the amount of carbon dioxide in the room or injecting chemical lactate into the patient, both of which are known to produce such physiological reactions as lightheadedness and increased heart palpitations. People without panic disorder, therefore, experience the same autonomic responses as individuals with the disorder, but do not attribute the same cognitive reasoning. In a type of self-fulfilling prophecy, then, the thought of the perceived threat becomes the problem and leads to the onset of the attack.

Attention has also been shown to play a role in the etiology and maintenance of some anxiety disorders, such as social phobias. Basically, individuals who are prone to worrying develop complicated cognitive strategies to cope with and avoid signals of future or anticipated threats. They become overly sensitive to cues that signal a potential threat and, therefore, although maladaptive, exist in a state of anxious apprehension that temporarily relieves psychological discomfort associated with the physiological symptoms. The problem, however, with attentional processes, is that the individual learns to focus on the negative associations between the thought and their emotional response and attempts to suppress the thought instead of relying on productive coping mechanisms and focusing on the external aspects of the problem. Obsessive-compulsive disorder, then, for example, could be seen as the result of a maladaptive process to control, or suppress, unwanted or threatening thoughts. Individuals prone to OCD, like other normal people, occasionally have bizarre or abnormal thoughts, but they differ in that they then tend to overreact. Distressed by their exaggerated reaction, a vicious cycle begins wherein the OCD individual will attempt to suppress the thought, but, in a type of rebound effect, their attempt to avoid such thoughts leads to an obsession with that specific thought. Evidence suggests that a type of classical conditioning occurs, wherein the emotional state and the thought the individual is trying to suppress, anxiety and the forbidden thought, become linked. Operant conditioning may also be at work in OCD because when the individual performs the act, their anxiety goes down and they are therefore more likely to repeat the behavior; a type of negative reinforcement.

Psychoanalytic theory also provides a possible explanation of OCD. Psychologists within this group believe that the potential for developing OCD becomes fixed during the anal stage of development. Around the age of two years old, when the id impulse is very destructive and gains pleasure from destroying things, and especially if parents are too strict with toilet training, the child develops, at an unconscious level, rage against the parents and a desire to kill them. This thought is very frightening and untenable to a person of any age; in order to deal with the conflict between the id and the ego, the individual may develop four defense mechanisms: isolation, displacement, reaction formation, and undoing, which express themselves in the form of the OCD paradigm. Individuals who suffer from OCD are therefore trapped in this stage of development.

Finally, some phobias may be learned by observing and imitating the behavior of other individuals. Vicarious learning and direct experience have both been shown to increase the potential for developing negative associations between stimuli. One experiment, conducted by Mineka and Cook, demonstrated that rhesus monkeys learn to selectively fear certain stimuli such as snakes by observing the behavior and reaction of wild monkeys. Yet, this study also demonstrated that the learning was selective, in that there had to be a possible evolutionary prepared association of the snake, or crocodile, as relevant to fear: the behavior was not reproduced for fear-irrelevant stimuli, such as kittens, which points to a biological basis of modeling.