Stimulus novelty or deviance may be especially salient in anxiety-related states due to sensitization to environmental change, a key symptom of anxiety disorders such as posttraumatic stress disorder (PTSD). We aimed to identify human brain regions that show potentiated responses to stimulus deviance during anticipatory anxiety. Twenty participants (14 men) were presented a passive oddball auditory task in which they were exposed to uniform auditory stimulation of tones with occasional deviations in tone frequency, a procedure that elicits the mismatch negativity (MMN) and its magnetic counterpart (MMNm). These stimuli were presented during threat periods when participants anticipated unpleasant electric shocks, and safe periods when no shocks were anticipated. Neuromagnetic data were collected with a 275-channel whole-head MEG system and event-related beamformer analyses were conducted to estimate source power across the brain in response to stimulus deviance. Source analyses revealed greater right auditory and inferior parietal activity to stimulus deviance under threat relative to safe conditions, consistent with locations of MMN and MMNm sources identified in other studies. Structures related to evaluation of threat, left amygdala and right insula, also showed increased activity to stimulus deviance under threat. As anxiety level increased across participants, right and left auditory cortical as well as right amygdala activity increased to stimulus deviance. These findings fit with evidence of a potentiated MMN in PTSD relative to healthy controls, and warrant closer evaluation of how these structures might form a functional network mediating sensitization to stimulus deviance during anticipatory anxiety.