A number of essential oils are currently in use as aromatherapy agents to relieve anxiety, stress, and depression. Popular anxiolytic oils include lavender (Lavandula angustifolia), rose (Rosa damascena), orange (Citrus sinensis), bergamot (Citrus aurantium), lemon (Citrus limon), sandalwood (Santalum album), clary sage (Salvia sclarea), Roman chamomile (Anthemis nobilis), and rose-scented geranium (Pelargonium spp.). This review discusses the chemical constituents and CNS effects of these aromatherapeutic essential oils, as well as recent studies on additional essential oils with anxiolytic activities.