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Research into correlates of illness anxiety disorder (formerly hypochondriasis) rarely applies comprehensive assessments of health behavior. Moreover, studies on phenomenological varieties of clinical health anxiety are scarce. We examined health behavior, fear, and acceptance of death and dying, and coping with a hypothetical bodily disease in patients with hypochondriasis, panic disorder, depression, and healthy controls (all groups n = 30) using self-rated questionnaires. ANOVA with Dunnett-T3 post hoc tests revealed no group differences in health behavior. The hypochondriasis and panic disorder groups showed more fear and less acceptance of death and dying than patients with depression and controls. Groups did not differ concerning coping strategies. Patients with hypochondriasis ruminated more when confronted with their most feared rather than another disease. Patients apparently overestimate the danger of a specific disease, but without underestimating their coping abilities. A therapeutic focus on fear of death and dying via cognitive interventions and exposure is recommended.