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This study is aimed to evaluate the role of two vulnerability factors, health anxiety and fear of fear, in the prediction of the onset of panic disorder/agoraphobia (PDA) relative to a comparison anxiety disorder.Young women, aged between 18 and 24 years, were investigated at baseline and, 17 months later, using the Anxiety Disorders Interview Schedule-Lifetime and measures of health anxiety and fear of bodily sensations (subscale disease phobia of the Whiteley Index, and total score of the Body Sensations Questionnaire). First, 22 women with current PDA were compared to 81 women with current social phobia and 1,283 controls. Second, 24 women with an incidence of PDA were compared to 60 women with an incidence of social phobia and 1,036 controls.Multiple logistic regression analyses adjusted for history of physical diseases, somatic symptoms, and other psychological disorders revealed that (a) fear of bodily sensations was elevated for women with PDA vs. controls as well as women with social phobia, and (b) health anxiety (and history of physical diseases) was elevated in women who developed PDA vs. controls and vs. women who developed social phobia.These results suggest that health anxiety, as well as history of physical diseases, may be specific vulnerability factors for the onset of PDA relative to social phobia. Whereas fear of bodily sensations was not found to be a risk factor for the onset of panic disorder/agoraphobia, it was a specific marker of existing PDA relative to social phobia.