Background With anxiety a growing issue and barriers to accessing support services, there is a need for innovative solutions to provide early intervention. In-the-moment interventions support individuals to recognize early signs of distress and use coping mechanisms to prevent or manage this distress. There is potential for wearable sensors linked to an individual’s mobile phone to provide in-the-moment support tailored to individual needs and physiological responses. Objective The aim of this scoping review is to examine the role of sensors in detecting the physiological signs of anxiety to initiate and direct interventions for its management. Methods Relevant studies were identified through searches conducted in Embase, MEDLINE, APA PsycINFO, ProQuest, and Scopus. Studies were identified if they were conducted with people with stress or anxiety or at risk of anxiety and included a wearable sensor providing real-time data for in-the-moment management of anxiety. Results Of the 1087 studies identified, 11 studies were included in the review, including 5 randomized controlled trials and 6 pilot or pretesting studies. The results showed that most studies successfully demonstrated improvements in their target variables. This included overall anxiety and stress levels, and the implementation of in-the-moment stress and anxiety management techniques such as diaphragmatic breathing. There was wide variation in the types of sensors used, physiological measures, and sensor-linked interventions. Conclusions This review indicates that sensors are potentially a useful tool in detecting anxiety and facilitating the implementation of a known control mechanism to reduce anxiety and improve mood, but further work is needed to understand the acceptability and effectiveness of this type of intervention.