Objective: This study examined the prevalence and correlates of anxiety disorders in Chinese children with ADHD. Method: Overall, 120 children with ADHD aged 6 to 12 years were recruited, and the parent version of computerized Diagnostic Interview Schedule for Children–Version 4 was administrated to their primary caretakers. Results: The prevalence rate of anxiety disorders was 27.5%, which is consistent with the reports of previous Asian and Western studies. Among the children with ADHD and anxiety disorders, more than 50% of them also had comorbid oppositional defiant disorder or conduct disorder (ODD/CD), which yielded an adjusted odds ratio of 3.0 in multivariable analysis for anxiety disorder, with comorbid ODD/CD. In addition, anxiety disorders were positively associated with inattention symptoms in children with both disorders. Conclusion: Clinicians should perform screening and careful assessment for anxiety symptoms in children with ADHD, particularly those suffering from comorbid ODD/CD.