Anxiety is highly prevalent in Pervasive Developmental Disorder (PDD) without mental retardation but is too often misdiagnosed. The authors suggest a critical review of current data of the PDD without mental retardation in children and adolescents, in order to summarize research published in this field. After describing specific features, this article tackles the issue of prevalence of anxiety among this population, then deals with present-time assessment and treatments of comorbid anxiety. This review was based on a systematic search of the main online databases (Science Direct, PsychInfo, Medline and Pubmed) in order to compile surveys published on Asperger syndrome and high-functioning autism-related anxiety among children and adolescents. This study focuses on papers published between 1995 and 2010, using strict diagnostic criteria for anxiety and PDD, and a controlled group, with the exception of pharmacological studies because none are controlled. We found seven studies assessing the prevalence of anxiety among children and adolescents with PDD, four assessment tools and 12 treatments. Anxiety disorders were shown in 42% of children and adolescents with PDD without mental retardation. This disorder is related to age and level of cognitive functioning and is likely to affect PDD without mental retardation as children and adolescents with anxiety disorder without PDD. This review highlights a major problem: assessment of anxiety in PDD without mental retardation. Actually, only two PDD adapted instruments have been found: the Autism Co-Morbidity Interview Present and Lifetime Version (ACI-PI) and the Stress Survey Schedule (SSS) for persons with autism. Such tools being methodologically limited, the diagnosis of anxiety disorder is all the more difficult to establish. Consequently, considering suitable treatment is not always proposed. Recent surveys show how profitable pharmacological treatment and behavioral intervention like Cognitive-Behavior Therapy (CBT) or psychosocial treatments are. However, important methodological limitations are evoked: there is no control study assessing the efficiency of a pharmacological treatment in Asperger syndrome and high-functioning autism. Besides, the research on how profitable cognitive and behavioral treatment is, gives heterogeneous results. Finally, social skills' training does not treat anxiety disorder directly, but skills abilities that are the most important disabilities in PDD without mental retardation. Therefore, authors advocate adapting treatment in order to treat anxiety disorder. The research revealed an important need to create new assessment instruments suitable to PDD without mental retardation in order to facilitate the co-morbidity diagnosis. This survey also underlines the necessity to develop controlled research testing the efficiency of such treatments as pharmacological ones, cognitive and behavioral therapies as well as social skills training.