The coronavirus (COVID-19) pandemic has brought focus to the effects of anxiety on children. This study aimed to review the existing literature regarding the impact of the pandemic on pediatric anxiety. This review analyzed the existing literature between the open-sourced collection on PubMed inputting “anxiety disorder in children during pandemic” and “pediatric anxiety OR child anxiety AND COVID” and that of the Journal of the American Academy of Child & Adolescent Psychiatry using the keywords “social anxiety AND COVID.” This yielded 149 + 312 (461) entries and 68 articles were selected. Anxiety was found to have a prevalence of 18.9–23.87% in children during the COVID-19 pandemic whereas adolescent populations demonstrated a prevalence of 15.4–39.9%. Female gender was the most studied risk factor and physical activity was the most documented preventative factor. This review supported the notion that the COVID-19 pandemic is a major contributor to anxiety in the pediatric population.