To explore individual differences in state anxiety following a single, acute bout of aerobic exercise among anxious patients with diagnosed coronary heart disease (CHD). One hundred eighteen CHD patients with elevated symptoms of anxiety enrolled in the UNderstanding the Benefits of Exercise and Escitalopram in Anxious Patients WIth coroNary Heart Disease (UNWIND) clinical trial rated their level of anxiety using a 100-mm visual analog scale before and after a symptom-limited exercise treadmill test. A number of exercise (eg, peak oxygen uptake, exercise duration, maximum heart rate, anaerobic threshold) and psychological variables were examined as potential predictors of exercise response. Changes in anxiety and their association with psychological variables were examined using general linear models. Fifty patients (42%) rated a reduction in anxiety relative to their pre-exercise ratings following the exercise treadmill test. While a number of factors were examined, the only factor that distinguished those individuals who reported a reduction in anxiety symptoms compared with those who either remained the same or actually reported an increase in anxiety was a higher pre-exercise visual analog scale anxiety rating. No differences were observed as a function of sex, severity of trait anxiety, the presence of an anxiety disorder, exercise test duration, or age. Although many variables were examined, only higher baseline anxiety distinguished those who showed a reduction in their visual analog scale ratings from those whose anxiety remained the same or got worse. The extent to which the response to acute exercise predicts the anxiolytic effects of chronic exercise needs further study.