The nature of the relationship between anxiety and alcohol use is unclear. Moderating factors, which influence the strength and direction of a relationship, may help to explain inconsistent findings in the literature. By triangulating evidence from observational and experimental methods, the studies reported in this thesis aimed to investigate the strength of evidence for (a) a positive relationship between anxiety and alcohol use, and (b) a stronger positive relationship between anxiety and alcohol use among individuals with high (versus low) drinking to cope (DTC) motives (i.e., moderation by DTC). I conducted four studies: a systematic review of 51 cohort studies from 11 countries including a meta-analysis of three studies, a cohort study using cross-sectional and prospective data from the Avon Longitudinal Study of Parents and Children (ALSPAC), an online cross-sectional study, and an experimental study using the 7.5% carbon dioxide model of anxiety induction. There was some evidence to suggest that anxiety is positively related to more problematic alcohol use, supporting the first hypothesis. However, evidence for a relationship between anxiety and general levels of alcohol consumption and motivation for alcohol was less clear. Contrary to the second hypothesis, the observational data indicated there was no clear evidence that DTC motives moderated associations between anxiety and alcohol use, although there was some experimental evidence that DTC moderated the effect of state anxiety on alcohol choice. Although these findings are suggestive of a positive relationship between anxiety and problematic alcohol use, this evidence is not sufficient to support strong conclusions regarding causality. Further research using novel methods is needed to examine the complexities of the relationship between anxiety and alcohol use. In addition, identification of reliable moderating factors would help to determine which individuals with anxiety may benefit most from an intervention to reduce the risk of problem drinking.