Anxiety disorders and insomnia significantly impair daily functioning. Similar underlying mechanisms may account for the high comorbidity of both disorders, and respective treatments share pharmacological and behavioural features. This review suggests the utility of an integrated CBT approach in the treatment of generalized anxiety, post-traumatic stress, and panic disorders, and comorbid insomnia. Other anxiety disorders were not explored because current data are limited or inconsistent. A comprehensive, non-systematic review of the literature was conducted to evaluate the treatment of comorbid anxiety and insomnia disorders, and data reveal shared pharmacological and behavioural features of insomnia and anxiety disorders treatment. However, research demonstrates that CBT maintains successful treatment results longer than drug therapies. Despite similar treatment approaches, there is a paucity of research that explores integrated CBT approaches for comorbid anxiety and insomnia disorders. This review suggests that future research should assess the impact of combined therapeutic approaches on the simultaneous reduction of anxiety disorders, insomnia, and relapse rates.