Background Several studies have reported on how anxiety disorders and anxiety symptoms are already present before the onset of psychosis. However, anxiety disorders are typically studied in these studies at diagnosis‐level. The aim of present study was to investigate the profile of anxiety symptoms in subjects at risk of developing psychosis and to compare the anxiety profile with those who are not at risk. Method Data were collected at Helsinki University Central Hospital (HUCH) by an early detection and intervention team. Of 185 help‐seeking respondents, between 12 and 18 years of age, 59 adolescents were classified as being at risk of psychosis and 126 as not being at risk via an interview conducted by a validated at‐risk assessment tool (PROD). Anxiety was measured using the Beck Anxiety Inventory (BAI). Results The anxiety total sum score was higher in the at‐risk group for psychosis (mean 8.33 vs. 13.34, p = .000). Both subfactors of the anxiety scale, cognitive anxiety (p = .000) and somatic anxiety (p = .000), differed significantly by risk status. After using the Bonferroni correction for multiple analysis, items of relax (p = .000), nervous (p = .002), losing control (p = .000) and faint (p = .002) had statistically significant higher mean scores in the group at risk of psychosis. In logistic regression analysis, being female (p = .015) and the subfactor relating to cognitive anxiety (p = .044) significantly explained the at‐risk status for psychosis. Conclusions Adolescents at risk for psychosis have a higher level of anxiety compared with other help‐seeking adolescents. These results should be considered in clinical practice.