Youth mental health is a global health priority due to its increasing prevalence and adverse outcomes. Although the relationship between metacognitions and anxiety is well-documented in adults, further research is needed for the younger populations. This research examines two questions: (a) What is the correlation between cognitive self-consciousness and anxiety in children and adolescents? (b) Is this correlation moderated by cultural and socioeconomic differences? Based on 22 effect sizes from 8,459 participants in 11 countries, a meta-analysis was performed to find the overall effect size, heterogeneity, publication bias, and the moderating effect of Hofstede’s four cultural dimensions and United Nation Development Programme’s (UNDP) Human Development Index (HDI). Using the random-effects model, the results revealed that cognitive self-consciousness ( r = .312, p < .0001, 95% confidence interval: [.257, .365]) showing moderate effect size in association with anxiety in children and adolescents. Meta-regressions indicated that power distance, masculinity, and HDI were important moderators. The findings show a significant correlation between cognitive self-consciousness and mental wellness in youth. The results have important implications for understanding the influence of cultural beliefs and national-level context on the associations between cognition and psychopathology. This article provides consistent evidence that there is a lack of mental health research resources in the Global South.