ObjectiveAccording to cognitive theories, anxiety disorders may result from distorted beliefs, sensations, feelings, and decisions, leading to an overestimation of the danger presented by various stimuli.MethodsIn this two‐wave longitudinal study of 435 German patients with anxiety disorders, we assessed the association of negative persistent thinking, anxiety, and life satisfaction.Results & ConclusionStructural equation modeling results suggest that persistent thinking may initiate the occurrence of anxiety, which in turn influences a decrease in life satisfaction. The convergence of the evidence from this longitudinal study with earlier results of evidence‐based trials fortifies the case supporting the need to identify and reduce cognitive distortions in therapeutic interventions to improve health in people with anxiety disorders.