We conducted two experiments using the 7.5% carbon dioxide challenge (Studies 1 and 2) and an observational study (Study 3) to investigate the relationships between state anxiety and alcohol-related outcomes (primarily alcohol choice) (ns = 42, 60, 218, respectively). We also explored whether drinking to cope (DTC) motives moderated these relationships. In Study 1, experimentally-induced state anxiety increased alcohol choice (dz = .65, p <.001). This finding was replicated in Study 2, but the effect was weaker (ηp2 = .056, p = .076). Furthermore, DTC moderated the effect (ηp 2 = .106, p = .013). However, in Study 3 there was no clear evidence of an association between naturally-occurring state anxiety and alcohol choice (b = 0.05, p = .654), or a moderating role of DTC (b = 6.66, p = .311). Experimentally-induced, but not naturally-occurring, state anxiety increases alcohol choice, although state anxiety was lower in the non-manipulated sample.