Anxiety can be an adaptive response to potentially threatening situations. However, if experienced in inappropriate contexts, it can also lead to pathological and maladaptive anxiety disorders. Experimentally, anxiety can be induced in healthy individuals using the threat of shock (ToS) paradigm. Accumulating work with this paradigm suggests that anxiety promotes harm–avoidant mechanisms through enhanced inhibitory control. However, the specific cognitive mechanisms underlying anxiety-linked inhibitory control are unclear. Critically, behavioral inhibition can arise from at least 2 interacting valuation systems: instrumental (a goal-directed system) and Pavlovian (a “hardwired” reflexive system). The present study (N = 62) replicated a study showing improved response inhibition under ToS in healthy participants, and additionally examined the impact of ToS on aversive and appetitive Pavlovian-instrumental interactions in a reinforced go/no-go task. When Pavlovian and instrumental systems were in conflict, ToS increased inhibition to aversive events, while leaving appetitive interactions unperturbed. We argue that anxiety promotes avoidant behavior in potentially harmful situations by potentiating aversive Pavlovian reactions (i.e., promoting avoidance in the face of threats). Critically, such a mechanism would drive adaptive harm–avoidant behavior in threatening situations where Pavlovian and instrumental processes are aligned, but at the same time, result in maladaptive behaviors when misaligned and where instrumental control would be advantageous. This has important implications for our understanding of the mechanisms that underlie pathological anxiety.