Relations of individuals' value priorities to their worries are investigated in seven samples from four cultural groups (N = 1,441). A social‐cognitive analysis suggests that value priorities influence worries by increasing attention to and perception of threats to valued goals. On this basis, we generate hypotheses relating two types of worries, micro (about self and its extensions) and macro (about society and world), to 10 types of values. As predicted, giving priority to self‐transcendence values (universalism and benevolence) is associated with low micro and high macro worry, whereas giving priority to self‐ enhancement values (power, hedonism, and—to a lesser degree—achievement) is associated with high micro and low macro worry. Meaningful associations are also found for other values. Values account for substantially more variance in macro than in micro worries.