[9] Ladyhawke revealed that the album was propelled by the stress of writing and recording new music after two years of touring: "I love having a fire in my belly.

"[10] She added that the album is called Anxiety "because every song has that sort of feeling, my mindset throughout the recording was a mixture of being so tired and just being worried the whole time.

[7] In an interview with Rolling Stone Australia, she elaborated: "I felt desperate to make a guitar record [...] It's still pop, but I don't know if other people would call it that.

[10] Ladyhawke premiered several songs from the album during performances at the 100 Club in London, the Phoenix Bar in Sydney and The Tote Hotel in Melbourne, including tracks such as "Vaccine", "Blue Eyes" and "Sunday Drive".

[14] To promote the album, Ladyhawke embarked on a 12-date tour across the United Kingdom, which began at Brighton's Komedia on 23 April 2012 and concluded at London's O2 Shepherd's Bush Empire on 11 May.

"[18] Camilla Pia of The Fly commented that on Anxiety, Ladyhawke "retains the sizzling electronics and soaring melodies of her first offering, but delivers them like a sultry wrong'un wracked with self doubt, battering drums and attacking every guitar she can lay her hands on.

"[20] Ben Hogwood of musicOMH opined that "[e]verything [on Anxiety] is much more 'in the room' than the breezy, wide open spaces she favoured for the likes of 'Paris Is Burning' and 'My Delirium'.

"[22] Rolling Stone's Jody Rosen dubbed Anxiety "a buzzsaw-sharp pop-rock album, full of hard-charging hooks, with one foot toe-tapping in 1978 and the other planted firmly in 2012.

"[1] In a mixed review, Jeff Leven of Paste magazine felt that "[t]he problem with Anxiety is that it features some of the same trappings as her earlier work without the same strength of songcraft.

"[24] David Edwards of Drowned in Sound concluded, "Ultimately, for all its merits and charms, it's unlikely that Anxiety will draw in too many people who weren't smitten the first time around.

[21] Matt James of PopMatters panned the album as "slightly rubbish" and expressed, "If this is Ladyhawke trying to find herself, she's tragically lost sight of what made her amazing in the first place.