This study evaluated the relationship between threat perception bias and anxiety among children and adolescents in China. A sample of 1,004 elementary, middle and high school students aged 9 to 19 years listened to stories containing themes of generalized anxiety, social anxiety and separation anxiety in either an ambiguous or non-ambiguous context. The story content included topics such as upset stomach, teacher-student interaction, and parents who are late to return home. Multiple threat perception indices were derived from children's responses. Children's level of anxiety was assessed by means of self-report questionnaires and parental reports. Higher levels of anxiety were related to higher frequencies of threat perception and interpretation, lower thresholds to detect threat and more negative feelings and cognitions. Age and gender were also related to some indices of threat perception bias. Threat perception bias was related to anxious symptomatology in general and was not content specific to particular anxiety disorders. The findings were consistent with studies conducted in Western culture and suggest that cognitive processing theories of childhood anxiety may generalize beyond Western society.