In a recent theoretical account of persecutory delusions, it is suggested that anxiety and worry are important factors in paranoid experience [Freeman, D., Garety, P. A., Kuipers, E., Fowler, D., & Bebbington, P. E. (2002). A cognitive model of persecutory delusions. British Journal of Clinical Psychology, 41(4), 331-347]. In emotional disorders worry has been understood in terms of catastrophising. In the current study, the concept of catastrophising is applied for the first time with persecutory delusions. Thirty individuals with current persecutory delusions and 30 non-clinical controls participated in a cross-sectional study. The group with persecutory delusions was also followed up at 3 months to assess predictors of delusion persistence. At its most severe, 21% of individuals with persecutory delusions had clinical worry, 68% had levels of worry comparable with treatment seeking GAD patients. Further, high levels of anxiety, worry and catastrophising were associated with high levels of persecutory delusion distress and with the persistence of delusions over 3 months. If future research replicates these findings, worry reduction interventions for individuals with persecutory delusions may be warranted.