The sample was composed of 225 women (Mage = 29.70 ± 9.23; MBodyMass Index = 23.39 ± 4.43). The State-Trait Anxiety Inventory (STAI), the Food Frequency Questionnaire (FFQ), and the Barratt Impulsiveness Scale (BIS) were used. We first conducted a principal components analysis to reduce the dimensionality of the FFQ data, finding four principal components. For our primary analyses, we focused on unhealthy eating. We then conducted a mediation analysis to examine whether trait anxiety was associated with unhealthy eating and, if so, whether cognitive impulsivity mediated this relationship. Trait anxiety was positively associated with cognitive instability, and cognitive instability was positively associated with unhealthy eating. Trait anxiety was also positively associated with unhealthy eating, but only when controlling for cognitive instability. Consistent with our proposed mediation model, trait anxiety was positively associated with cognitive instability, which in turn predicted unhealthy eating among adult women. Adult women who reported higher levels of trait anxiety experienced higher levels of cognitive instability and engaged in poor dietary behaviors. Identifying the factors related to unhealthy eating represents a crucial step toward findings ways of reducing their impact on food intake and replacing them with more productive ones.