In the research field of anxiety, previous studies generally focus on emotional responses following threat. A recent model of anxiety proposes that altered anticipation prior to uncertain threat is related with the development of anxiety. Behavioral findings have built the relationship between anxiety and distinct anticipatory processes including attention, estimation of threat, and emotional responses. However, few studies have characterized the brain organization underlying anticipation of uncertain threat and its role in anxiety. In the present study, we used an emotional anticipation paradigm with functional magnetic resonance imaging (fMRI) to examine the aforementioned topics by employing brain activation and general psychophysiological interactions (gPPI) analysis. In the activation analysis, we found that high trait anxious individuals showed significantly increased activation in the thalamus, middle temporal gyrus (MTG), and dorsomedial prefrontal cortex (dmPFC), as well as decreased activation in the precuneus, during anticipation of uncertain threat compared to the certain condition. In the gPPI analysis, the key regions including the amygdala, dmPFC, and precuneus showed altered connections with distributed brain areas including the ventromedial prefrontal cortex (vmPFC), dorsolateral prefrontal cortex (dlPFC), inferior parietal sulcus (IPS), insula, para-hippocampus gyrus (PHA), thalamus, and MTG involved in anticipation of uncertain threat in anxious individuals. Taken together, our findings indicate that during the anticipation of uncertain threat, anxious individuals showed altered activations and functional connectivity in widely distributed brain areas, which may be critical for abnormal perception, estimation, and emotion reactions during the anticipation of uncertain threat.