[JohnPlace]

Key point: Plenty of people who experience anxiety actually have *high* self-esteem.

I think the relationship is not always between anxiety and self-esteem (although I suppose it could be), but rather between anxiety and self-efficacy.

Let's talk about the difference between self esteem and self efficacy:

Self Esteem describes the general way you feel about your own worth.

Self Efficacy describes the faith you have in your ability to achieve a specific outcome.

Self Esteem asks, "How do I feel about myself?"

Self Efficacy asks, "Can I do this?"

In my opinion, if you have a low degree of self-efficacy in a particular area (mingling with people, for example), you are more likely to experience anxiety related to that particular area, despite the fact that you may actually have very high self-esteem and think of yourself as a swell guy.

There is a strong biological component to anxiety, suggesting that the underlying physiology may be the true predecessor in many cases.

When physiology is not a predecessor, I imagine it's a chicken-and-egg scenario, and that the answer may vary on a case by case basis, often with one factor feeding on the other.