A plethora of studies on selective information processing in anxiety have been carried out over the past two decades. One of the most robust findings is that anxiety is associated with selective attention (SA) for threatening information. The rationale of research into SA is that it is assumed to play a vital role in the maintenance, and even in the etiology of anxiety disorders. It is the aim of this paper to explicate on the validity of this assumption. There is ample evidence that anxiety enhances SA. Although there is a lack of studies on the effect of SA on anxiety, there is now some evidence that SA increases the level of anxiety. This leads us to conclude that SA is not a by-product of anxiety only. Hence, the suggestion that SA plays a role in the maintenance of anxiety disorders seems to be justified. Studies on SA in children suggest that if SA plays any role at all in the development of anxiety disorders, it is not the SA in itself that is a vulnerability factor, but the continuation of this SA. Individuals who develop an anxiety disorder could have difficulty learning to inhibit this SA. Considering the finding that SA increases the level of anxiety, the authors suggest that anxiety in childhood causes failure to inhibit SA, which in turn enhances the vulnerability to anxiety disorder in adulthood.