The inclusion of the novel diagnosis of Compulsive Sexual Behavior Disorder in the forthcoming 11th edition of the International Classification of Diseases has spurred increasing interest in the clinical profile of the disorder. Such attention has included a focus on potential comorbidities, risk factors, or symptoms resulting from such behaviors, including anxiety. Anxiety disorders have long been noted as comorbid with many other diagnoses, such as posttraumatic stress disorder, obsessive compulsive disorder, and substance use disorders. This review aims to understand the relationship between anxiety and compulsive sexual behavior in adults and adolescents, based on available quantitative studies. A search of PsycInfo and PubMed revealed 40 studies which quantitatively assessed a relationship between an anxiety measure and a Compulsive Sexual Behavior Disorder measure, including dissertations and published articles using clinical and community samples. A qualitative synthesis and risk of bias analysis of the studies was conducted, rather than a meta-analysis, due to the variety of methods. Overall, studies were primarily cross-sectional and the relationship between these two constructs was unclear, likely due to several factors, including inconsistent measurement of Compulsive Sexual Behavior Disorder, lack of gender diversity, and very little longitudinal data. Directions for future research are discussed.