Our aim was to study the relationships between stress and anxiety with both psychological and neurophysiological (Events Related Potentials: CNV and P300) methods. The study was divided into 2 parts. In the first part, the research was carried out among 32 out-patients suffering from anxiety disorders (generalized anxiety disorders) according to DSM IV. All of them were drug free and displayed scores higher than 45 on the Spielberger Anxiety State and Trait Scale. They were compared to 40 controls paired in age and sex. The 2 groups displayed a score higher than 200 on the Amiel-Lebigre Life Events scale. In the second part, the control subjects were divided into 2 sub-groups The first one displayed scores higher than 45 (anxious controls) on the Spielberger Anxiety-State Scale while the second one displayed scores lower than 45 (non anxious controls). Two ERPs were recorded, the P300 by using the classical "Oddball" experimental paradigm in auditive modality and the Contingent Negative Variation (CNV) by using a reaction time task with warning stimulus. The results showed not only clear differences between the subjects who suffered from anxiety and the controls but also showed opposite results between anxious out-patients (anxiety disorders) and anxious controls. The non anxious controls were intermediate. While the outpatients showed a decreased P300, the group of anxious control showed an increase of this potential. The first one displayed a CNV/M1 (contingent negativity variation/early part) increase and a longest reaction time, while the second one exhibit an early CNV decrease and normally reaction time. It appears that the stress response expressed itself differently according to the psychological state and the stress situation. The behavioral and neurophysiological data will be discussed in the framework of cognitive, behavioral and psychophysiological theories.