Explanatory models of co-morbid traits related to dental anxiety (DA) as described in the literature were tested and relative strengths analyzed in two groups of Danish adults, one with psychiatric diagnoses (n = 108) and the other healthy incoming patients at a large dental school teaching clinic (n = 151). Dental Anxiety Scale (DAS) and self-report measures representing three co-morbidity explanatory models, 1) presence of other fears; 2) anxiety sensitivity and 3) feelings of vulnerability specific to dental treatment, were collected in subscales of a 53-item questionnaire. Other items identified gender, age, education, income, avoidance behavior and dental symptoms. Frequency, chi-square, odds ratio and logistic regression analyses were performed. Results: All individuals with high DA (DAS > 13) regardless of group, demonstrated significant differences in avoidance of treatment (>2 yr.) versus lower or no anxiety. Patients with psychiatric diagnoses were three times more likely to have high DA and nearly two times more likely to have avoided dental treatment >2 yr.; 25.9% reported extreme DA, compared to 9.3% of controls. Models of high general fear levels, predisposing anxiety sensitivity and vulnerability all demonstrated significant and strong association with intensity of dental anxiety in bivariate analyses. Feelings of vulnerability were the strongest predictor of DAS high anxiety, according to logistic regression analyses. Conclusion: Co-morbidity explanatory models as represented in present trait measures appear not to be competitive, but rather explain different aspects of a vulnerability model in high dental anxiety. Higher incidence of DA and treatment avoidance in psychiatric patients requires special attention.