Individuals with anorexia nervosa (AN) experience insecure attachment. We investigated whether insecure attachment is associated with punishment and reward sensitivity in women with AN. Women with AN (n = 24) and comparison women (n = 26) (CW) completed The Eating Disorder Examination Questionnaire, Depression Anxiety Stress Scale, The Attachment Style Questionnaire, and Sensitivity to Punishment/Sensitivity to Reward Questionnaire. Participants with AN returned higher ratings for insecure attachment (anxious and avoidant) experiences and greater sensitivity to punishment (p = 0.001) than CW. In AN, sensitivity to punishment was positively correlated with anxious attachment and negative emotionality but not eating disorder symptoms. Regression analysis revealed that anxious attachment independently predicted punishment sensitivity in AN. Anxious attachment experiences are related to punishment sensitivity in AN, independent of negative emotionality and eating disorder symptoms. Results support ongoing investigation of the contribution of attachment experiences in treatment and recovery.