The efficacy of CBT for psychosis will be enhanced by a greater understanding of the mechanisms underlying symptoms. Therefore, an investigation is reported that examined a role for a neglected factor, anxiety, in the maintenance of delusional beliefs. It was hypothesized that processes responsible for chronic worry, as detailed by Wells’ (1994a) meta-cognitive model, contribute to delusional distress. Questionnaire measures of anxiety, chronic worry and of meta-worry and related processes were administered to individuals with persecutory delusions (N=15) and individuals with generalized anxiety disorder (GAD) (N=14). Evidence was found for the presence of dysfunctional meta-cognitive processes in the clinically anxious group, which adds to the growing support for the model of GAD. Moreover, it was found that many of the individuals with persecutory delusions had high levels of general worry, and the factors implicated in the meta-cognitive model of anxiety were also present in this group. The results indicated that delusional distress is not simply related to content but is associated with whether the individual experiences meta-worry concerning the control of delusion-relevant worries, that is, whether he or she worries about not being able to control thoughts about the belief. This is the first theoretical development of the important dimension of delusional distress.