Background Although anxiety has been proposed to be a potentially modifiable risk factor for suicide, research examining the relationship between anxiety and suicidal behaviors has demonstrated mixed results. Therefore, we aimed at testing the hypothesis that anxiety disorders are associated with suicidal behaviors and evaluate the magnitude and quality of supporting evidence. Methods A systematic literature search of multiple databases was conducted from database inception through August 2011. Two investigators independently reviewed and determined the eligibility and quality of the studies based upon a priori established inclusion criteria. The outcomes of interest were suicidal ideations, suicide attempts, completed suicides, and a composite outcome of any suicidal behaviors. We pooled odds ratios from the included studies using random effects models. Results Forty‐two observational studies were included. The studies had variable methodological quality due to inconsistent adjustment of confounders. Compared to those without anxiety, patients with anxiety were more likely to have suicidal ideations (OR = 2.89, 95% CI: 2.09, 4.00), attempted suicides (OR = 2.47, 95% CI: 1.96, 3.10), completed suicides (OR = 3.34, 95% CI: 2.13, 5.25), or have any suicidal behaviors (OR = 2.85, 95% CI: 2.35, 3.46). The increase in the risk of suicide was demonstrated for each subtype of anxiety except obsessive‐compulsive disorder (OCD). The quality of this evidence is considered low to moderate due to heterogeneity and methodological limitations. Conclusions This systematic review and meta‐analysis provides evidence that the rates of suicides are higher in patients with any type of anxiety disorders excluding OCD.