Cannabinoid signaling is believed to decrease anxiety, albeit the conflicting nature of evidence is generally acknowledged. Here we provide a comprehensive overview of available findings by grouping them according to the tools that have been used to modulate cannabinoid signaling. The systemic administration of cannabinoid receptor agonists and antagonists led to the most conflicting findings; such treatments may increase, decrease, or leave anxiety unaffected. In addition, antagonists and agonists had similar effects in many instances including their biphasic effects. The effects of genetic manipulations, cannabinoid synthesis or reuptake inhibition as well as the effects of local brain treatments with cannabinoid ligands appear more consistent. We suggest that systemically administered receptor ligands affect cannabinoid signaling globally and as such lack the spatial and temporal specificity of endocannabinoid signaling. By contrast, gene disruption and the indirect modulation of endocannabinoid availability affect ongoing (natural) processes and lead to more specific and consistent effects. Local brain treatments whit receptor ligands are spatially restricted which increases the consistency of findings, but also reveals that cannabinoids affect anxiety in a brain area-specific manner, which further explains the inconsistency of findings with systemically injected ligands. Environmental conditions have a large impact on effects with all techniques, suggesting that endocannabinoid signaling affects coping with environmental challenges rather than unconditionally decreasing anxiety. The relationship between cannabinoid signaling, anxiety and coping styles is largely understudied, but holds great promise for understanding the roles of cannabinoids in behavioral control and may broaden their therapeutic implications.