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The purpose of this article is to describe the current state-of-the-art regarding the co-occurrence of the anxiety disorders and chronic pain. First, we describe the core characteristics of chronic pain and its co-occurrence with the anxiety disorders. Second, we review data on the prevalence of co-occurrence. Third, we describe the mutual maintenance and shared vulnerability models, both of which have been offered to explain the co-occurrence of posttraumatic stress disorder (PTSD) and chronic pain and may have applicability to various other anxiety disorders. Fourth, we provide an integrative review of available research addressing the postulates of these models specific to the mechanisms of anxiety sensitivity, selective attention to threat, and reduced threshold for alarm. We conclude with general recommendations for improving assessment and treatment of patients who present with an anxiety disorder accompanied by clinically significant pain. Given that most of the available evidence has come from studies of PTSD and chronic pain, we provide a detailed agenda for future investigation of the co-occurrence of chronic pain and other anxiety disorders. Depression and Anxiety, 2009. © 2009 Wiley-Liss, Inc.