Background Anxiety disorders are highly prevalent mental disorders that constitute a major burden on patients and society. As a consequence, economic evaluations of the interventions have become increasingly important. However, no recent overview of these economic evaluations is currently available and the quality of the published economic evaluations has not yet been assessed. Therefore, the current study has two aims: to provide an overview of the evidence regarding the cost-effectiveness of interventions for anxiety disorders, and to assess the quality of the studies identified. Methods A systematic review was conducted using PubMed, PsycINFO, NHS-EED, and the CEA registry. We included full economic evaluations on interventions for all anxiety disorders published before April 2016, with no restrictions on study populations and comparators. Preventive interventions were excluded. Study characteristics and cost-effectiveness data were collected. The quality of the studies was appraised using the Consensus on Health Economic Criteria. Results Forty-two out of 826 identified studies met the inclusion criteria. The studies were heterogeneous and the quality was variable. Internet-delivered cognitive behavioural therapy (iCBT) appeared to be cost-effective in comparison with the control conditions. Four out of five studies comparing psychological interventions with pharmacological interventions showed that psychological interventions were more cost-effective than pharmacotherapy. Limitations Comparability was limited by heterogeneity in terms of interventions, study design, outcome and study quality. Conclusions Forty-two studies reporting cost-effectiveness of interventions for anxiety disorders were identified. iCBT was cost-effective in comparison with the control conditions. Psychological interventions for anxiety disorders might be more cost-effective than pharmacological interventions.