Anxiety disorders are prevalent and highly disabling mental disorders. In recent years, intensive efforts focused on the search for potential neuroimaging, genetic, and peripheral biomarkers in order to better understand the pathophysiology of these disorders, support their diagnosis, and characterize the treatment response. Of note, peripheral blood biomarkers, as surrogates for the central nervous system, represent a promising instrument to characterize psychiatric disorders, although their role has not been extensively applied to clinical practice. In this report, the state of the art on peripheral biomarkers of DSM-5 (Diagnostic and Statistical Manual of Mental Disorders, 5th edition) Anxiety Disorders is presented, in order to examine their role in the pathogenesis of these conditions and their potential application for diagnosis and treatment. Available data on the cerebrospinal fluid and blood-based biomarkers related to neurotransmitters, neuropeptides, the hypothalamic–pituitary–adrenal axis, neurotrophic factors, and the inflammation and immune system are reviewed. Despite the wide scientific literature and the promising results in the field, only a few of the proposed peripheral biomarkers have been defined as a specific diagnostic instrument or have been identified as a guide in the treatment response to DSM-5 Anxiety Disorders. Therefore, further investigations are needed to provide new biological insights into the pathogenesis of anxiety disorders, to help in their diagnosis, and to tailor a treatment.