This study examined the prevalence and correlates of self-medication of anxiety disorders with alcohol and drugs in a nationally representative sample (N = 5877). A modified version of the Composite International Diagnostic Interview was used to make DSM-III-R mental disorder diagnoses. Frequencies of self-medication ranged from 7.9% (social phobia, speaking subtype) to 35.6% (generalized anxiety disorder). Among respondents with an anxiety disorder, self-medication was significantly associated with an increased likelihood of comorbid mood disorders, substance use disorders, distress, suicidal ideation, and suicide attempts. Self-medication behavior remained significantly associated with an increased likelihood of suicidal ideation (adjusted odds ratio = 1.66; 1.17-2.36) as well as suicide attempts (adjusted odds ratio = 2.23; 1.50-3.31), even after adjusting for a number of sociodemographic and psychiatric variables. These results suggest that individuals with anxiety disorders who self-medicate their symptoms with alcohol or drugs may be at increased risk for mood and substance use disorders and suicidal behavior.