The current research was designed to examine how pretend play is related to anxiety. This relationship with pretend play needs more investigation in order to be able to assess and identify those with anxiety. This is important because pretend play could be used as an intervention to reduce anxiety. It was hypothesized that pretend play is correlated with anxiety; if a child has better pretend play skills, parents are more likely to rate their child’s anxiety lower than parents of children with poorer pretend play skills. The current study examined cognitive and affective play processes, which include organization, imagination, comfort with the play, and frequency and variety of affect expression. Cognitive and affective play processes were used to test the relationship with anxiety. The participants were 15 preschool-aged children. Measurements for anxiety were done by parental report with the BASC-2 and play was measured with APS-P. It was hypothesized that pretend play would correlate with parent-report of their child’s anxiety; the better the play skills, the lower the anxiety. Based on previous research of gender differences in anxiety indicating that females are more anxious, it was predicted that females would be rated as more anxious than males. Correlations were analyzed to examine the relationship between play and anxiety. T-tests were conducted to examine gender differences. No significant correlations were found between pretend play and anxiety. There was no significant difference between anxiety in males and females. Although no correlations were found between pretend play and anxiety and gender differences in anxiety were not found, further research needs to be done due to this study having a small sample size. This was the first study that examined the relationships between pretend play and anxiety in preschool aged children. Therefore, a larger sample size is needed before conclusions can be drawn and recommendations for further research are discussed.