In this paper it is analyzed the idea that, in modernity, the theatre placed under the sign of anxiety tends to oscillate between the aesthetic categories of beauty and sublime. The analysis takes into consideration Peter Brook’s concept of deadly theatre from the perspective of its tendency to lessen the creative anxiety. Then we follow this idea from the point of view of sociological art that gives the experience of anxiety, from a theatrical perspective, only to the spectator, the artistic operator avoiding it. What stands out is that, for theatre, anxiety, in various definitions of the term, seems to enhance the realization of the performance. We also note, throughout the argument, different ways of understanding the concept of the sublime. We notice that the sublime tends not to define itself in a unitary way, having multiple meanings, some even contradictory. In conclusion, we propose a definition of the aesthetic category of the sublime, taken from the universe of fine arts, which seems to us much more efficient and operative in the field of theatre arts.