Anxiety disorders are one of the most commonly reported disorders in psychiatry, causing a high medical and socio-economic burden. Recently, there has been a soaring interest in the biological basis of anxiety disorders, which is reflected in an increasing number of articles related to the topic. Due to the ambiguity of the diagnosis and a large number of underdiagnosed patients, researchers are looking for laboratory tests that could facilitate the diagnosis of anxiety disorders in clinical practice and would allow for the earliest possible implementation of appropriate treatment. Such potential biomarkers may also be useable in monitoring the efficacy of pharmacological therapy for anxiety disorders. Therefore this article reviews the literature of potential biomarkers such as components of saliva, peripheral blood, cerebrospinal fluid (CSF), and neuroimaging studies. There are promising publications in the literature that can be useful. The most valuable and promising markers of saliva are cortisol, lysozyme, and α-amylase (sAA). In the blood, in turn, we can distinguish serotonin, brain-derived serum neurotrophic factor (BDNF), cortisol, and microRNA. Structural changes in the amygdala and hippocampus are promising neuroimaging markers, while in CSF, potential markers include oxytocin and 5-Hydroxyindoleacetic acid (5-HIAA). Unfortunately, research in the field of biomarkers is hampered by insufficient knowledge about the etiopathogenesis of anxiety disorders, the significant heterogeneity of anxiety disorders, frequent comorbidities, and low specificity of biomarkers. The development of appropriate biomarker panels and their assessment using new approaches may have the prospective to overcome the above-mentioned obstacles.