Scientists from the University of Cambridge said women, young people under 35 and those with health problems were particularly affected.
They estimate that four out of every 100 people are affected by anxiety.
But the review said more research was needed to find out which other communities were at greatest risk.
Published in the journal Brain and Behavior, the global review of 48 studies found that more than 60 million people were affected by anxiety disorders every year in the EU.
