Background: Worry exposure is a cognitive–behaviour therapy (CBT) technique frequently used to treat GAD, yet there are only a few studies on its effectiveness. Aim: To compare two worry exposure protocols developed for GAD to make a preliminary determination about the most effective way in which to present the feared stimuli to participants. Method: Nine university students suffering from GAD were administered four 1-hour treatment sessions. Exposure was conducted by either directly imagining (DI) or via audio-recording/playback (AR) exposure to their feared event. General worry and intolerance of uncertainty (IOU) were the primary dependent variables. Results: All participants in the DI and half of the AR condition reported subclinical GAD at post-treatment, with results being maintained at 3-month follow-up and the treatment responders also reported decreased depression, anxiety and stress. Conclusions: The DI protocol was more effective than the AR methodology in this sample, and may be an appropriate standard for worry exposure research and clinical practice.