Aversive emotions like anxiety supposedly serve adaptive purposes. Yet, a consensual framework that defines the evolutionary function of anxiety and distinguishes between its (mal)adaptive forms is lacking. The present work addresses this gap through the elaboration of a theoretical approach that integrates behavioral, biological, and cognitive processes across three threat-related emotions -—anxiety, anger, and fear— using Signal Detection Theory. We review a broad selection of relevant theory and research to reach a mathematical formalization allowing to mechanistically interpret outcomes related to these three emotions. We also propose methods for diagnosing the adaptive fit of the defensive emotion displayed in a given situation and characterizing the corresponding behavioral response. With the ability to account for a wide range of phenomena, this approach bears significant implications for theory and practice related to anxiety, anger, and fear.