Background Leadership changes within public organizations are often associated with achieving the organization’s vision. This exploratory study examines critical incidents and the anxiety experienced by the head of the department at the local government in the context of leadership change in the public organization. It explores anxiety, which has rarely been explored in connection with leadership change, especially with regard to public organizations and countries with a high-power distance culture. Thus, it comprehensively describes the sources, course, and consequences of anxiety due to leadership change. Methods Critical incident technique (CIT) was used to conduct analysis because of its suitability as a theoretical framework for the exploratory nature of this research. Data were obtained through in-depth interviews from 26 informants who served as heads of departments in cities. Results The findings revealed the causes, course, and consequence of the anxiety experienced in response to leadership change. Political choice, culture change, policy change, fear of loss, and unaccountable financing were identified as sources of anxiety. Anxiety manifested through negative, cognitive, and behavioral reactions. The consequences were divided into in-circle, out-circle, and ambivalence-circle participation. Conclusions High-power distance culture causes leaders to portray hegemony with boundaries that are difficult to access as well as appear more directive to strengthen control within the organization. The integrated model presented here (causes, course, and consequences of anxiety) is expected to enrich the integrated, modern, and emotional science through a functional account of the emotional approach. Cognitive and affective reactions have a two-way relationship, wherein emotion influences cognition and cognition elicits emotion.