It is important to know what risk factors are associated with anxiety in order to detect it early and prevent its development to other serious mental disorders. In this study, higher levels of anxiety were found in immigrants, in girls, in drug users, in students in a worse socio-economic situation and in students who have had to repeat a year. This study corroborates the classic risk factors associated with anxiety, but shows that we should take into account a further one: immigration. It also suggests the importance of good family and personal relationships for psychological balance.