Objective: The co-occurrence of alcohol use disorder (AUD) and internalizing psychopathology, such as anxiety and depression, has been well documented. However, most studies of the association between alcohol problems and anxiety, and do not simultaneously consider depression or borderline personality, which covary strongly with both anxiety symptoms and AUDs. The current study examined sex differences in the association between alcohol problems and anxiety, while accounting for depressive and borderline personality (BPD) symptoms. Method: A sample 810 (364 females) young adults aged 18-30 recruited from the community, who varied widely in lifetime alcohol problems, were administered diagnostic interviews and measures of a trait anxiety, depression, and BPD symptoms. Results: Analyses revealed that trait anxiety, depression, and borderline symptoms were all significantly associated with higher lifetime alcohol problems in both males and females. However, the association between trait anxiety and alcohol problems was significantly stronger for males compared with females, even when controlling for depression and BPD symptoms. There were no significant sex differences in the association between alcohol problems and symptoms of either depression or BPD symptoms. Conclusion: This suggests specific sex differences in the mechanisms by which trait anxiety is associated with alcohol problems.