This study assessed rumination, catastrophizing and daily hassles as predictors of anxiety when controlling for depressive symptoms in a community sample of adolescents reporting high anxiety. Adolescents aged 12-18 (N = 2,802, mean age of 14.9) completed the Screen For Child Anxiety-Related Emotional Disorders. With a total score of 30 as the cutoff, a group of high anxiety adolescents was identified (a prevalence rate of 28.02%). Path analyses results showed that amongst the high anxiety boys, catastrophizing but not rumination was a positive predictor of anxiety and it mediated the effects of daily hassles on anxiety. In the high anxiety girls, both rumination and catastrophizing predicted anxiety but only catastrophizing was the mediator between daily hassles and anxiety. It is suggested that such gender differences in cognitive responses styles should be considered in cognitive-behavioral therapeutic approaches designed to help adolescents showing high anxiety.