This work aimed to explore the correlation between plasma cortisol level and the occurrence of anxiety through the polystyrene (PS) nano-fiber solid phase extraction technology. The PS nano-fibers were prepared, and its characterization was performed to detect its adsorption selectivity and blood compatibility. 32 anxiety patients treated in the hospital were recruited as the research subjects, with another 35 mentally healthy people as controls. The Hamilton Anxiety (HAMA) Scale, Symptom checklist-90 (SCL-90) scale, and Eysenck personality questionnaire (EPQ) were used to analyze the anxiety degree, psychological disorder degree, and personality of the two groups. The plasma cortisol level was detected by PS nano-fiber solid phase extraction technology. Finally, the Pearson correlation test was performed to analyze the correlation between the plasma cortisol level and the scores of HAMA scale, SCL-90 scale, and EPQ scale in anxiety patients. It was revealed that the HAMA scale and SCL-90 scale scores of anxiety patients were superior to those of healthy subjects (P < 0.05). The “neuroticism” factor score in EPQ were obviously higher than that of healthy subjects (P < 0.05). The diameter of the prepared PS nano-fiber was within 200~900 nm, with a small specific surface area (BET), pore volume, and pore size, and the cellular structure was noted on the fiber surface. The PS nano-fiber demonstrated relatively good adsorption performance for benzene hydrocarbon compounds and had excellent anti-protein adsorption capacity. It was found that the plasma cortisol level of anxiety patients was higher than that of healthy subjects (P < 0.05), and the plasma cortisol level was positively correlated with HAMA scale, SCL-90 scale, and EPQ scale scores (r = 0.996, 0.993, and 0.971, respectively; P < 0.05). In conclusion, the PS nano-fiber solid phase extraction technology can be applied to identify the plasma cortisol level, which was with a good anti-interference property. An increased plasma cortisol level can be used as an indicator for auxiliary diagnosis of anxiety.