The influence of baseline severity on the efficacy of Silexan, a proprietary essential oil from Lavandula angustifolia, in anxiety disorders has not been investigated in a pooled dataset. We report on an individual patient data analysis of all five double-blind, randomized, placebo-controlled trials with Silexan in anxiety disorders. Eligible participants received Silexan 80 mg/d or placebo for 10 weeks. Analyses were based on the Hamilton Anxiety Rating Scale (HAMA), its psychic and somatic anxiety subscores, and the Clinical Global Impressions (CGI) scale. To correlate baseline severity with outcome, patients were segregated into mild, moderate, and severe cases. Altogether 1,172 patients (Silexan, n = 587; placebo, n = 585) were analyzed. For the HAMA total score, we found a significant association between the score at baseline and the treatment effect of Silexan versus placebo at week 10 (p < 0.001). HAMA items from the somatic domain scored lower at baseline and showed less improvement than items from the psychic domain, particularly in patients with mild or moderate baseline symptoms. For CGI item 2 (global improvement), significant efficacy favoring Silexan were observed in mild, moderate, and severe baseline symptom severity. Although significant improvements were found for all subsets, the more severe the initial symptoms, the greater the treatment effects documented by the HAMA. Overall this analysis confirms that Silexan is an effective treatment option in early or mild stages of anxiety disorder. Given its favorable safety profile, Silexan can thus fill a therapeutic gap in the treatment of (subsyndromal) anxiety disorders.