Anxiety represents a heightened emotional response involving persistent fear and worry that disrupts an individual’s daily behavior and mental equilibrium. The pharmacological treatments mainly SSRIs, SNRIs, benzodiazepines, tricyclic antidepressants, and MAO inhibitors. Although pharmacological treatments are clinically effective, their use is often constrained by adverse reactions and potential for dependence. Natural products derived from medicinal plants may yield bioactive compounds that demonstrate notable anti-anxiety properties. This review outlines the mechanisms of both synthetic and natural anti-anxiety agents, emphasizing their action on GABAergic, serotonergic, and noradrenergic systems. It also discusses behavioral models for anxiolytic evaluation and the translational gap between preclinical and clinical studies. Furthermore, molecular docking studies using GABAA receptor structures (PDB ID: 6D6U) illustrate how computational approaches enhance the prediction of receptor–ligand interactions.