This article attempts to provide a conceptual framework placing anxiety in a personal growth perspective. The authors first discuss two different theories of anxiety, review some structural models of anxiety, and stress that anxiety should be studied as a certain kind of relation or interaction between the subject and her stimuli. Then a challenge-and-response model of normal anxiety of its cognitive components is established, which sorts anxiety into heteronomous one and autonomic one, and supposes that heteronomous anxiety includes two dimensions: the fall between the level of external challenge and the level of self challenge, and the importance of the external challenge. Some related evidences for the preceding hypothesis are examined, and then compared with related models. Finally, based on the model, a valid coping strategy of anxiety was put forward, from which the mechanism of normal coping style of anxiety in daily life can be well understood.