Anxiety has been identified as one of the most severe and long-lasting symptoms experienced by hospitalized children with cancer. Self-reports are especially important for documenting emotional and abstract concepts, such as anxiety. Children may not always be able to communicate their symptoms due to language difficulties, a lack of developmental language skills, or the severity of their illness. Instruments with sufficient psychometric quality and pictorial support may address this communication challenge. The purpose of this review was to systematically search the published literature and identify validated and reliable self-report instruments available for children aged 5–18 years to use in the assessment of their anxiety to ensure they receive appropriate anxiety-relief intervention in hospital. What validated self-report instruments can children with cancer use to self-report anxiety in the hospital setting? Which of these instruments offer pictorial support? Eight instruments were identified, but most of the instruments lacked pictorial support. The Visual Analogue Scale (VAS) and Pediatric Quality of Life (PedsQL™) 3.0 Brain Tumor Module and Cancer Module proved to be useful in hospitalized children with cancer, as they provide pictorial support. It is recommended that faces or symbols be used along with the VAS, as pictures are easily understood by younger children. Future studies could include the adaptation of existing instruments in digital e-health tools.