This study examined whether social contagion of anxiety symptoms is present between siblings during early adolescence and whether this process is moderated by sex, relationship quality, and zygosity. Based on 634 monozygotic and dizygotic twins (336 females) assessed in Grades 6 and 7, anxiety symptoms and sibling relationship quality were measured with self‐report questionnaires. The predictive association of the co‐twin's level of anxiety with adolescents' own increased anxiety 1 year later was only observed in same‐sex twin dyads (monozygotic and dizygotic) and was higher for those who perceived a higher level of relationship quality with their co‐twin. Raising awareness of a possible sibling contagion of anxiety may be useful for preventing the development of anxiety symptoms in youth.