Scents could modulate anxiety levels, such as anxiety in a medical office. Here we investigated the impact of two scents on the subjective and physiological anxiety markers in the dental office environment, utilizing self-reported anxiety assessments alongside physiological assessment with electroencephalographic (EEG) and electrocardiographic (ECG) measurements. Lavender was the first tested scent with the previously reported calming effect. African stone was the second stimulus with a musky scent. Twenty healthy participants took part in scent exposure sessions. Anxiety levels were assessed using the State-Trait Anxiety Inventory (STAI), EEG-based theta, alpha, and beta power ratios, and heart rate variability (HRV) indices derived from ECG data. Lavender exposure significantly decreased self-reported anxiety whereas African stone reduced physiological indicators of anxiety. Namely, African stone exposure led to decreased theta and increased alpha power in the parietal-occipital EEG signals. Additionally, decreases were observed in low-frequency (LF) HRV power and total HRV power, reflecting lowered autonomic arousal. These findings support the potential effectiveness for olfactory interventions to aid in anxiety management within clinical environments, but draw attention to the issue of proper evaluation of anxiety. In particular, the difference between the subjective reports and traditional EEG and HRV markers indicates that anxiety involves a complexity of factors, which makes its treatment by scents challenging.