The COVID-19 pandemic has had a significant impact on mental health, with anxiety being one of the most common symptoms. This study investigated the relationship between COVID-19-related anxiety levels, media coverage of COVID-19, and knowledge and behavior of COVID-19. The study found that COVID-19 anxiety levels were higher among people who had been quarantined, had been exposed to false information about COVID-19, or had a lower level of education. Media coverage of COVID-19 was also found to be a significant predictor of anxiety levels, with people who were more exposed to negative news stories being more likely to experience anxiety. Studies also found that COVID-19 anxiety levels were correlated with knowledge and behavior of COVID-19. People with higher anxiety levels were less likely to have accurate knowledge about COVID-19 and were more likely to engage in risky behaviors, such as not wearing a mask or social distancing. Findings of this study suggest that COVID-19 anxiety is a complex phenomenon that is influenced by a variety of factors, including media coverage, knowledge, and behavior. These findings have important implications for public health interventions aimed at reducing anxiety and promoting healthy behaviors during the COVID-19 pandemic.