Previous research has rarely examined the combined influence of anxiety and cognitive load on gaze behavior and performance whilst undertaking complex perceptual-motor tasks. In the current study, participants performed an aviation instrument landing task in neutral and anxiety conditions, while performing a low or high cognitive load auditory n-back task. Both self-reported anxiety and heart rate increased from neutral conditions indicating that anxiety was successfully manipulated. Response accuracy and reaction time for the auditory task indicated that cognitive load was also successfully manipulated. Cognitive load negatively impacted flight performance and the frequency of gaze transitions between areas of interest. Performance was maintained in anxious conditions, with a concomitant decrease in n-back reaction time suggesting that this was due to an increase in mental effort. Analyses of individual responses to the anxiety manipulation revealed that changes in anxiety levels from neutral to anxiety conditions were positively correlated with changes in visual scanning entropy, which is a measure of the randomness of gaze behavior, but only when cognitive load was high. This finding lends support for an interactive effect of cognitive anxiety and cognitive load on attentional control.