Anxiety influences how individuals experience and regulate emotions in a variety of ways. For example, individuals with lower anxiety tend to cognitively reframe (reappraise) negative emotion and those with higher anxiety tend to suppress negative emotion. Research has also investigated these individual differences with psychophysiology. These lines of research assume coherence between how individuals regulate outside the laboratory, typically measured with self-report, and how they regulate during an experiment. Indeed, performance during experiments is interpreted as an indication of future behavior outside the laboratory, yet this relationship is seldom directly explored. To address this gap, we computed psychophysiological profiles of uninstructed (natural) regulation in the laboratory and explored the coherence between these profiles and a) self-reported anxiety and b) self-reported regulation tendency. Participants viewed negative images and were instructed to reappraise, suppress or naturally engage. Electrodermal and facial electromyography signals were recorded to compute a multivariate psychophysiological profile of regulation. Participants with lower anxiety exhibited similar profiles when naturally regulating and following instructions to reappraise, suggesting they naturally reappraised more. Participants with higher anxiety exhibited similar profiles when naturally regulating and following instructions to suppress, suggesting they naturally suppressed more. However, there was no association between self-reported reappraisal or suppression tendency and psychophysiology. These exploratory results indicate that anxiety, but not regulation tendency, predicts how individuals regulate emotion in the laboratory. These findings suggest that how individuals report regulating in the real world does not map on to how they regulate in the laboratory. Taken together, this underscores the importance of developing emotion-regulation interventions and paradigms that more closely align to and predict real-world outcomes.