Nomophobia is the state of being anxious or disturbed when feeling disconnected from the digital world and can have a significant impact on individuals’ health and well-being. Drawing upon attachment theory and the previous literature on nomophobia, this study aims to understand how attachment anxiety influences nomophobia and whether this relationship differs between males and females. In the Human Penguin Project (HPP) (N = 1221; 12 countries; participants aged ≥20 years), the Experiences in Close Relationships Questionnaire-Revised (ECR-R), the Toronto Alexithymia Scale (TAS-20), the Perceived Stress Scale (PSS), and the Nomophobia Questionnaire (NMP-Q) were used to assess attachment anxiety, alexithymia, perceived stress, and nomophobia, respectively. The results demonstrated that (1) there were significant positive correlations between attachment anxiety, nomophobia, alexithymia, and perceived stress. Additionally, (2) there was a direct and significant effect of attachment anxiety on nomophobia, and alexithymia and perceived stress partially mediated this relationship. Finally, (3) gender significantly moderated the relationship between attachment anxiety and nomophobia. Specifically, the predicted effect was significant in both males and females, but the direct effect of attachment anxiety and nomophobia was stronger in males.