Anxiety is a prevalent psychiatric disorders. Theoretically, attachment insecurity is associated with the development of clinical anxiety. Few studies have examined this empirically. The current study investigates possible differences in attachment security and the related construct reflective functioning (Developmental Perspective, Theory of Mind, and Diversity of Feeling) in a case-controlled design between an index group of clinically anxious children (n = 111) and a control group of non-anxious children (n = 111) matched on age and gender. Clinical interviews established anxiety, attachment, and reflective functioning. No significant differences in attachment classification or Developmental Perspective emerged; however, index children had significantly poorer ratings on Theory of Mind and Diversity of Feeling. Insecure attachment might be a global risk factor rather than a risk factor for anxiety. Poorer scores on Theory of Mind and Diversity of Feeling might reflect genuinely lower abilities, or be results of the cognitive strategies applied by anxious children.