Emerging studies have reported that people may experience anxiety when thinking about climate change. Although such an anxiety experience can be a rational response to climate change threats, it can still be a psychological burden to people's daily lives. In this research, we proposed an integrated model of climate change anxiety as a guiding framework to identify relevant psychological factors that predict climate change anxiety. According to this model, anxiety about climate change is related to experience, perception, and appraisal of climate change, processes that are underpinned by experiential, cognitive, and sociocultural factors. Furthermore, previous studies have operationalized climate change anxiety either by affect-based responses (i.e., anxiety-related feelings) or symptom-based responses (i.e., anxiety-related impairments), but it is unclear whether the two types of responses are conceptually and empirically similar or distinct. We thus examined how the three sets of factors relate to these responses and how they relate to outcome correlates simultaneously. We tested our framework in two pre-registered studies conducted in the US (Study 1) and China (Study 2). Both studies involved representative samples of US and Chinese adults regarding gender and age. Results of the partial least square-structural equation modeling revealed supporting evidence for the role of experiential, cognitive, and sociocultural factors, although some patterns were inconsistent with our pre-registered hypotheses. Importantly, we observed that the two types of climate change anxiety showed both similar and different correlation patterns with the predictors (e.g., efficacy beliefs, values) and outcome variables (e.g., pro-environmental behavior, life satisfaction). Our findings provide initial evidence for the usefulness of the integrated model as a guiding framework for understanding climate change anxiety and the need to differentiate different types of climate change anxiety responses.