Psychiatric comorbidities are common among patients with psychosis, and constitute a significant problem as they worsen their prognosis. The presence of anxiety disorders in psychosis is attracting increasing interest. The literature indicates that this comorbidity is highly prevalent in psychosis, and conventional treatment for anxiety is useful. However, there is need of further investigation to obtain evidence-based conclusions. The aim of this article is to review the bibliography published on the topic in the last years in order to be able to identify reliable tools of diagnosis and a specific treatment. We also aim to evaluate the impact of the treatment of anxiety disorders in psychotic individuals.