Exploration is at the core of many real-life decisions, helping people gain information about the environment and make better choices in the long run. Although anxiety has been related to decreased physical exploration and avoidance behavior, past findings on the interaction between anxiety and exploration during decision-making under uncertainty were inconclusive. The current study provides a holistic picture of the anxiety-exploration relationship by focusing on latent factors of trait anxiety and different exploration strategies when facing volatility-induced uncertainty. Across two well-powered online studies (N = 984), we demonstrated that people used a hybrid of directed, random, and undirected exploration strategies, which were respectively sensitive to relative uncertainty, total uncertainty, and value difference. The somatic factor of trait anxiety, the propensity to experience physical symptoms of anxiety, was inversely correlated with directed exploration and undirected exploration, manifesting as being less likely to choose the uncertain option and reducing choice stochasticity regardless of uncertainty. Trait somatic anxiety was also related to underestimation of relative uncertainty, which could potentially account for its negative impact on directed exploration. Together, these results reveal the selective role of trait somatic anxiety in modulating both uncertainty-driven and value-driven exploration strategies. More crucially, the differential effects of trait anxiety components underscore the importance of adopting a dimensional approach in future studies.