The olfactory system plays an important role in both animal and human anxiety reactions. However, results on olfactory performance during the course of clinical anxiety disorders remain scarce. Therefore, we conducted an exploratory pilot study in 17 patients currently diagnosed with an anxiety disorder. Patients participated in olfactory and psychological testing and were compared to 17 healthy controls. Statistical analyses revealed significant deficits concerning olfactory discrimination in patients, while no changes in threshold and identification ability occurred. Most interestingly, patients showed higher intensity estimates and an increased rating range concerning olfactory hedonic judgements. Results are discussed in light of prior findings and related to neural correlates of olfactory perception and anxiety reactions.