Background: Worry is a common feature across many anxiety disorders. It is important to understand how and when worry presents from childhood to adolescence to prevent long-term negative outcomes. However, most of the existing studies that examine the relationship between worry and anxiety disorders utilize adult samples. Aims: The present study aimed to assess the level of worry in children and adolescents and how relationships between worry and symptoms of separation anxiety disorder (SAD) and social anxiety disorder (Soc) may present differently at different ages. Method: 127 children (age 8–12 years) and adolescents (age 13–18 years), diagnosed with any anxiety disorder, presenting at a child anxiety out-patient clinic, completed measures of worry, anxiety and depression. Results: Worry scores did not differ by age group. Soc symptoms were significantly correlated with worry in both age groups; however, SAD symptoms were only significantly correlated with worry in younger participants. After the inclusion of covariates, SAD symptoms but not Soc symptoms remained significant in the regression model with younger children, and Soc symptoms remained significant in the regression model with older children. Conclusions: The finding that worry was comparable in both groups lends support for worry as a stable construct associated with anxiety disorders throughout late childhood and early adolescence.