The goal of this study was to identify the baseline prevalence and effectiveness of anxiety self-management strategies in a convenience sample of persons living with HIV (PLWH; n = 343) in the United States, Puerto Rico, Kenya, and South Africa who reported HIV-related anxiety symptoms. Relationships between demographics and anxiety characteristics were determined, as was the effectiveness of self-care activities/behaviors to reduce anxiety. We found that the use of anxiety self-management strategies varied by gender and that ratings of effectiveness varied by country. Highest anxiety intensity scores were found in participants who were taking antiretroviral medications and who had undetectable viral loads. Forty-five percent of the persons with a diagnosis of AIDS reported anxiety symptoms. As HIV increases in areas of the world where self-care is the primary approach to managing HIV, additional research will be needed to address the effectiveness of cross-cultural differences in strategies for self-managing HIV-related anxiety.