Anxiety symptoms co-occur with cardiovascular health problems, with increasing evidence suggesting the role of autonomic dysfunction. Yet, there is limited behavior genetic research on underlying mechanisms. In this twin study, we investigated the phenotypic, genetic and environmental associations between a latent anxiety factor and three cardiovascular autonomic function factors: interbeat interval (IBI, time between heart beats), heart rate variability (HRV, overall fluctuation of heart-beat intervals) and baroreflex sensitivity (BRS, efficiency in regulating blood pressure [BP]). Multivariate twin models were fit using data of female twins (N = 250) of the Twin Interdisciplinary Neuroticism Study (TWINS). A significant negative association was identified between latent anxiety and BRS factors (r = −.24, 95% CI [−.40, −.07]). Findings suggest that this relationship was mostly explained by correlated shared environmental influences, and there was no evidence for pleiotropic genetic or unique environmental effects. We also identified negative relationships between anxiety symptoms and HRV (r = −.17, 95% CI [−.34, .00]) and IBI factors (r = −.13, 95% CI [−.29, .04]), though these associations did not reach statistical significance. Findings implicate that higher anxiety scores are associated with decreased efficiency in short-term BP regulation, providing support for autonomic dysfunction with anxiety symptomatology. The baroreflex system may be a key mechanism underlying the anxiety–cardiovascular health relationship.