In a sample of highly anxious individuals, the relationship between gray matter volume brain morphology and attentional bias to threat was assessed. Participants performed a dot-probe task of attentional bias to threat and gray matter volume was acquired from whole brain structural T1-weighted magnetic resonance imaging scans. The results replicate previous findings in unselected samples that elevated attentional bias to threat is linked to greater gray matter volume in the middle frontal gyrus and superior frontal gyrus. In addition, we provide novel evidence that elevated attentional bias to threat is associated with greater gray matter volume in the inferior frontal gyrus, insula, cerebellum, and other distributed regions. Lastly, exploratory analyses provide initial evidence that distinct subregions of the right posterior parietal cortex may contribute to attentional bias in a sex-specific manner. Our results illuminate how differences in gray matter volume morphology relate to attentional bias to threat in anxious individuals. This knowledge could inform neurocognitive models of anxiety-related attentional bias to threat.