The purpose is to investigate whether a change in putative mediators (negative and positive thoughts, coping strategies, and perceived control over anxious situations) precedes a change in anxiety symptoms in anxiety-disordered children and adolescents receiving cognitive behavioral therapy (CBT). Participants were 145 Dutch children (8-18 years old, M = 12.5 years, 57% girls) with a primary anxiety disorder. Assessments were completed pretreatment, in-treatment, posttreatment, and at 3-month follow-up. Sequential temporal dependencies between putative mediators and parent- and child-reported anxiety symptoms were investigated in AMOS using longitudinal Latent Difference Score Modeling. During treatment an increase of positive thoughts preceded a decrease in child-reported anxiety symptoms. An increase in three coping strategies (direct problem solving, positive cognitive restructuring, and seeking distraction) preceded a decrease in parent-reported anxiety symptoms. A reciprocal effect was found for perceived control: A decrease in parent-reported anxiety symptoms both preceded and followed an increase in perceived control. Using a longitudinal design, a temporal relationship between several putative mediators and CBT-outcome for anxious children was explored. The results suggest that a change in positive thoughts, but not negative thoughts, and several coping strategies precedes a change in symptom reduction and, therefore, at least partly support theoretical models of anxiety upon which the anxiety intervention is based.