From the existential analytical point of view, anxiety is considered to be a basic theme of existence. The experience of being threatened is most commonly related to the physical and material aspects of life. But on a deeper level anxiety deals with the search for foundational and supporting structures for existence. When one loses the sense of safety of being held and of having shelter in a world that does not offer ultimate securities, one is prone to anxiety. Anxiety can therefore be perceived as a subjective parameter of feeling threatened in the existential structures. This paper gives an outline of an existential analytical approach to the understanding of fear and anxiety, a basic classification of anxieties, and an overview of the following specific methods of an existential treatment search for foundational structures of existence, personal position-taking, dereflexion (Frankl) and paradoxical intention (Frankl).