Generalised anxiety disorder (GAD) has been an uneasy member of the anxiety disorders group since its inclusion in the third edition of the DSM. Multiple theories and treatment protocols for GAD and its defining symptom, excessive worry, have comparable efficacy in treating GAD symptoms. Crucially, these theories of GAD and excessive worry fail to explain when and why worry is excessive and when it is adaptive. In this paper we propose a cognitive behavioural account of the difference between excessive and adaptive states of worry and explore the theme of threat and the function of safety-seeking behaviours as seen in GAD. Specifically, we incorporate the concept of inflated responsibility in a cognitive behavioural analysis of threat appraisal and safety-seeking behaviours in excessive worry and GAD. It is proposed that when worry is used as a strategy intended to increase safety from perceived social or physical threat then it should be conceptualised as a safety-seeking behaviour. However, when worry is used as a strategy to solve a problem which the person realistically can resolve or to deal explicitly with the feeling of anxiety then it functions as an adaptive coping behaviour. We also propose that the theme of threat in GAD centres on an inflated sense of responsibility for external everyday situations, and the function of safety-seeking behaviours is to attain certainty that responsibility has been fulfilled. The clinical implications of this cognitive behavioural analysis of excessive worry are discussed, as well as future research directions.