Adolescence is a very complex period of life, full of challenges, and explorations that young people have to face on the path to becoming adults. In adolescence, specific deviations from the everyday lifestyle, as well as emotional failures or imbalances, may also occur. When things tend to become more and more unclear, adolescents come to directly face some form of anxiety. The present study concerns the relationship of Romanian adolescents with their fathers from the perspective of anxiety issues. For this, an anonymous questionnaire was applied using a sample of availability of 558 teenagers and a complementary second questionnaire was intended for their fathers (N2 = 114 subjects). The questionnaire addressed to Generation Z Romanian adolescents included items regarding the self-assessment of one’s own behaviour and relationship with one’s father, as well as the Generalized Anxiety Disorder Scale-7 (GAD-7). The questionnaire addressed to the fathers included mirror questions regarding the relationship with their children. The main results showed that the relationship between adolescents and their fathers has an ambivalent impact on anxiety: if it is a strong relationship, the risk to develop anxiety decreases, while if it is a weak relationship, it increases the risk of anxiety.