This article attempts to provide a conceptual framework placing anxiety in a personal growth perspective. The authors first discuss two different theories of anxiety, review some structural models of anxiety, and stress that anxiety should be studied as a certain kind of relation or interaction between the subject and her stimuli. Then a challenge-and-response model of normal anxiety of its cognitive components is established, which sorts anxiety into heteronomous one and autonomic one, and supposes that heteronomous anxiety includes two dimensions: the fall between the level of external challenge and the level of self challenge, and the importance of the external challenge. Some related evidences for the preceding hypothesis are examined, and then compared with related models. Finally, based on the model, a valid coping strategy of anxiety was put forward, from which the mechanism of normal coping style of anxiety in daily life can be well understood.Anxiety is a complex combination of the feeling of fear, apprehension, and worry often accompanied by physical sensations such as palpitations, chest pain and/or shortness of breath. It is a pervasive variable that permeates our daily life and modern civilization. The previous century has been labeled the age of anxiety; however, this title may be more suitable for the current one. Then how anxiety arises, what its components are, and how to cope with it have been becoming a focus of attention of normal people and psychologists.Let us first discuss Higgins' and Bandura's conceptualizations of anxiety relevant to our topic, then review some structural models of anxiety. And then, we will present our challenge-and-response model of normal anxiety, discuss its validity on the basis of both empirical research and real-life situations. We will also discuss the coping strategy of anxiety within the context of this model.