The purpose of this study was to show that patients in cardiac rehabilitation (CR) with lower socioeconomic status (SES) have worse clinical profiles and higher rates of psychiatric difficulties and they have lower cardiorespiratory fitness (CRF) improvements from CR than their counterparts with higher SES. Improvement in CRF during CR predicts better long-term health outcomes. Research suggests that higher anxiety impairs CRF in structured exercise regimes and is overrepresented among patients with lower SES. However, no study has determined whether this relationship holds true in CR. This study is a secondary analysis of a randomized controlled trial to improve CR attendance among patients with lower SES. Anxiety (ASEBA ASR; Achenbach System of Empirically Based Assessment, Adult Self Report) and CRF measures (metabolic equivalent tasks [METs peak ]) were collected prior to CR enrollment and 4 mo later. Regression was used to examine the association of anxiety with CRF at 4 mo while controlling for other demographic and clinical characteristics. Eight-eight participants were included in the analyses, 31% of whom had clinically significant levels of anxiety ( T ≥ 63). Higher anxiety significantly predicted lower exit CRF when controlling for baseline CRF, age, sex, qualifying diagnosis, and number of CR sessions attended ( β =-.05, P = .04). Patients with clinically significant levels of anxiety could be expected to lose >0.65 METs peak in improvement. The results from this study suggest that anxiety, which is overrepresented in populations with lower SES, is associated with less CRF improvement across the duration of CR. The effect size was clinically meaningful and calls for future research on addressing psychological factor in CR.