Affective decision‐making is a decision process with significant and strong emotional consequences marked by meaningful rewards and losses. Previous studies found inconsistent results regarding whether trait anxiety hinders affective decision‐making. Also, previous studies also proved that people with lower cognitive reflection were less likely to exhibit better performance in decision‐making when compared with higher cognition reflection individuals. Using the risk‐as‐feeling hypothesis, which explicitly postulates an interaction between cognitive and affective processes in people's decision‐making, we explore whether cognitive reflection moderates the relationship between trait anxiety and affective decision‐making. Participants (N = 261) completed the standardized version of the Iowa Gambling Task, which is widely used to assess affective decision‐making, Trait Anxiety Inventory, numerical cognitive reflection test (numerical CRT), and verbal cognitive reflection test (CRT‐V). The results showed that cognitive reflection measured by the numerical CRT rather than the CRT‐V moderated the relationship between trait anxiety and affective decision‐making. Specifically, individuals with lower cognitive reflection exhibited a negative association between trait anxiety and affective decision‐making, whereas individuals with higher cognitive reflection did not exhibit a relationship between trait anxiety and cognitive reflection. The present study helps to explain how cognitive reflection and trait anxiety interact in affective decision‐making and provides guidance targeting individuals with higher trait anxiety to improve their numerical cognitive reflection ability and better address their affective decision‐making.