Previous studies have shown the correlation between anxiety and cognitive emotion regulation strategies, but they have not distinguished between state anxiety and trait anxiety. Thus, we systematically investigated the relationships among strategies, state/trait anxiety and their influencing factors by meta‐analysis. A total of 53 original studies were included, with a total of 33,165 participants. We found: (1) Trait anxiety is negatively correlated with adaptive strategies, and positively correlated with maladaptive strategies. State anxiety is positively correlated with maladaptive strategies, but is uncorrelated to adaptive strategies. (2) Sex significantly moderates the relationships between state anxiety and strategies, but not between trait anxiety and strategies. Both culture and age significantly moderate the relationships between trait anxiety and cognitive emotion regulation strategies (CERS). Meanwhile, culture moderates the relationships between state anxiety and CERS, and age moderates the relationships between state anxiety and maladaptive strategies. Thus, researches in the future should distinguish between the state and trait anxiety.