Anxiety disorders are among the leading health issues in human medicine. The complex phenotypic and allelic nature of these traits as well as the challenge of establishing reliable measures of the heritable component of behaviour from the associated environmental factors hampers progress in their molecular aetiology. Dogs exhibit large natural variation in fearful and anxious behaviour and could facilitate progress in the molecular aetiology due to their unique genetic architecture. We have performed a genome-wide association study with a canine high-density SNP array in a cohort of 330 German Shepherds for two phenotypes, fear of loud noises (noise sensitivity) and fear of strangers or in novel situations. Genome-widely significant loci were discovered for the traits on chromosomes 20 and 7, respectively. The regions overlap human neuropsychiatric loci, including 18p11.2, with physiologically relevant candidate genes that contribute to glutamatergic and dopaminergic neurotransmission in the brain. In addition, the noise-sensitivity locus includes hearing-related candidate genes. These results indicate a genetic contribution for canine fear and suggest a shared molecular aetiology of anxiety across species. Further characterisation of the identified loci will pave the way to molecular understanding of the conditions as a prerequisite for improved therapy.