Preferential processing favouring threatening information has received increased attention because cognitive formulations have placed increased emphasis on its role as a key cognitive factor underlying vulnerability to and maintenance of anxiety disorders. The present dissertation comprises four empirical studies within the area of preferential processing. Two different outcome measures were used to index preferential processing of threat-related information: Skin conductance responses (SCRs) were used in Studies I, II, and III. The emotional Stroop task was used in Study IV. The main focus has been on preferential processing of threat-related information that occurs outside awareness, thus preferential preattentive processing. Study I investigated the role of traumatic combat experience with regard to preferential processing among UN soldiers following a presentation of threat-related pictures. Results indicated that soldiers with combat experience consistently reacted with lower SCRs compared to soldiers without combat experience. One issue addressed in the individual studies was the association between preferential preattentive processing and trait anxiety. Studies II, III, and IV showed that elevated levels of trait anxiety promote preferential preattentive processing of negatively valenced information, whereas elevated levels of social desirability generally prevent preferential preattentive processing of negatively valenced information. Study II highlighted the importance of including the social desirability factor when studying effects of trait anxiety on preferential processing. In addition, Studies III and IV explored the relationship between preferential processing and emotional vulnerability. The main findings support the notion of preferential preattentive processing of threat representing an underlying predisposition to heightened emotional vulnerability in response to stressful events.