A new model of worry is presented, differing from previous work in which worry was set within a broader theory of anxiety. It is proposed that threat is initially evaluated in terms of imminence, likelihood, and cost set against perceived self-efficacy; this evaluation can produce worry as a relatively automatic response. Worry serves the functions of alarm, prompt, and preparation; in terms of processes, it leads to an unfocused attentional style, sensitivity to emotional information, and arousal (which produces self-absorption). Threat (and worry) are maintained if there are elevated evidence requirements or inappropriate problem solving. The therapeutic implications of the model are discussed briefly.