Sustained anticipation of unpredictable aversive events generates anticipatory processing that is central to anxiety. In the present functional Magnetic Resonance Study (fMRI) study, we examined how sustained threat is processed in the human brain. We used a relatively large sample (N = 109) and employed a Bayesian multilevel analysis approach to contrast threat and safe periods. Our analyses demonstrated that the effect of sustained threat is heterogeneous and distributed across the brain. Thus, the impact of threat is widespread, and not restricted to a small set of putatively emotion-related regions, such as the amygdala and the bed nucleus of the stria terminalis. Both transient and sustained, and increased and decreased responses during threat were observed. Our study reveals that transitioning between threat and safe states, and vice versa, leads to a widespread switch in brain responding that involves most of the brain.