© 2020, © 2020 Washington School of Psychiatry. Objective: There is literature to suggest that anxious individuals may be lonely. Attentional bias for threat (ABT), a mechanism implicated in the core symptoms of anxiety, has been linked to loneliness in a separate line of work. The primary aim of this study was to examine the role of loneliness in the association between ABT and anxiety. Method: An unselected sample of 260 individuals (196 Female; Mean Age = 22.43) completed measures of loneliness, ABT (a dot probe task), and anxiety. Two possible models of the role of loneliness in the ABT-anxiety link were tested using hierarchical regression analysis: (1) A moderation model (the ABT-anxiety link is moderated by loneliness), and (2) A proxy model (the ABT-anxiety link is better explained by loneliness). Results: In support of the latter model, ABT no longer predicted anxiety after the effects of loneliness had been accounted for. Additionally, ABT was associated with anxiety only when indexed using sadness-related scenes (but not fear-related scenes). Conclusions: Loneliness may be one important source of exaggerated threat appraisals which underpin the association between ABT and anxiety. Different classes of negative stimuli may be differentially sensitive to anxiety and should be a point of consideration in future research.