Theoretical models distinguish between neural responses elicited by distal threats and those evoked by more immediate threats1-3. Specifically, slower 'cognitive' fear responses towards distal threats involve a network of brain regions including the ventral hippocampus (vHPC) and medial prefrontal cortex (mPFC), while immediate 'reactive' fear responses rely on regions such as the periaqueductal grey4,5. However, it is unclear how anxiety and its neural substrates relate to these distinct defensive survival circuits. We tested whether individual differences in trait anxiety would impact escape behaviour and neural responses to slow and fast attacking predators: conditions designed to evoke cognitive and reactive fear, respectively. Behaviourally, we found that trait anxiety was not related to escape decisions for fast threats, but individuals with higher trait anxiety escaped earlier during slow threats. Functional magnetic resonance imaging showed that when subjects faced slow threats, trait anxiety positively correlated with activity in the vHPC, mPFC, amygdala and insula. Furthermore, the strength of functional coupling between two components of the cognitive circuit-the vHPC and mPFC-was correlated with the degree of trait anxiety. This suggests that anxiety predominantly affects cognitive fear circuits that are involved in volitional strategic escape.