Anxiety has been implicated as one of the greatest influences on quality of life in Parkinson's disease (PD). The etiology of anxiety is unclear, although previous work suggests that anxiety may be linked to sensory deficits that cause uncertainty in movement. Thus, the current study examined whether focusing attention on sensory feedback during goal-based exercise has the potential to provide benefits to anxiety in PD. Thirty-five participants with PD were randomized to either a Sensory Attention Focused Exercise (SAFEx) (i.e. internal focus of attention, n = 18) or Sham Exercise control (i.e. external focus of attention, n = 17) and completed 33 one-hour attention-based exercise sessions over 11-weeks. Before and after the program (pre and post), participants completed the Parkinson Anxiety Scale (PAS) questionnaire. The PAS includes three anxiety sections: persistent, episodic, and avoidance. Changes in the total PAS score and within each section of the PAS were subjected to two-factor mixed repeated measures ANCOVA. Significant group by time interactions demonstrated that from pre to post, total PAS scores (p = 0.007) and episodic anxiety scores (p = 0.010) significantly decreased in the SAFEx group only (ΔTotal PAS =-5.2, F (1,27) = 5.41, p = 0.028, η p 2 = 0.17; ΔEpisodic Score =-1.8, F (1,27) = 6.89, p = 0.014, η p 2 = 0.20). In conclusion, focusing attention on sensory feedback while completing goal-based exercises may provide significant benefits to improving anxiety in PD. As such, sensory attention focused exercise may be a critical adjunct therapy for improving anxiety, and ultimately quality of life in people with PD.