Anxiety disorders are the most prevalent psychological conditions among adults worldwide. However, further research is needed on the role of variables such as health indices, stressful events, social cognition, and executive functioning in predicting anxiety symptoms. We conducted two studies to explore the association between these variables and anxiety symptoms in adults. In the first study, we evaluated 548 participants ranging in age from 18 to 73. We administered two anxiety scales and two instruments to assess physical and mental health dimensions and the number of threatening life events experienced. A subsample of 275 participants participated in the second study, where they completed tasks measuring working memory, verbal fluency, and emotion recognition. We used linear regression models to identify the relationship between participants’ anxiety levels and demographic, health, and psychosocial variables. In the first study, our findings revealed that participants with poorer mental and physical health and those who had experienced more stressful events displayed higher anxiety levels. Age, sex, physical and mental health were significant predictors of anxiety scores. In the second study, we identified negative correlations between anxiety and social cognition and executive function scores. However, only executive functions emerged as a predictor for anxiety. Overall, the factors of sex, age, mental and physical health, and executive function performance appear to be relevant in understanding anxiety levels and symptoms in adults.