Epigenetic regulation in anxiety is suggested, but evidence from large studies is needed. We conducted an epigenome-wide association study (EWAS) on anxiety in a population-based cohort and validated our finding in a clinical cohort as well as a murine model. In the KORA cohort, participants (n=1522, age 32-72 years) were administered the Generalized Anxiety Disorder (GAD-7) instrument, whole blood DNA methylation was measured (Illumina 450K BeadChip), and circulating levels of hs-CRP and IL-18 were assessed in the association between anxiety and methylation. DNA methylation was measured using the same instrument in a study of patients with anxiety disorders recruited at the Max Planck Institute of Psychiatry (MPIP, 131 non-medicated cases and 169 controls). To expand our mechanistic understanding, these findings were reverse translated in a mouse model of acute social defeat stress. In the KORA study, participants were classified according to mild, moderate, or severe levels of anxiety (29.4%/6.0%/1.5%, respectively). Severe anxiety was associated with 48.5% increased methylation at a single CpG site (cg12701571) located in the promoter of the gene encoding Asb1 (β-coefficient=0.56 standard error (SE)=0.10, p (Bonferroni)=0.005), a protein hypothetically involved in regulation of cytokine signaling. An interaction between IL-18 and severe anxiety with methylation of this CpG cite showed a tendency towards significance in the total population (p=0.083) and a significant interaction among women (p=0.014). Methylation of the same CpG was positively associated with Panic and Agoraphobia scale (PAS) scores (β=0.005, SE=0.002, p=0.021, n=131) among cases in the MPIP study. In a murine model of acute social defeat stress, Asb1 gene expression was significantly upregulated in a tissue-specific manner (p=0.006), which correlated with upregulation of the neuroimmunomodulating cytokine interleukin 1 beta. Our findings suggest epigenetic regulation of the stress-responsive Asb1 gene in anxiety-related phenotypes. Further studies are necessary to elucidate the causal direction of this association and the potential role of Asb1-mediated immune dysregulation in anxiety disorders.