Heightened anxiety vulnerability is characterised by an attentional bias that favours the processing of negative information. However, this anxiety-linked attentional bias is amenable to two quite different explanations. One possibility is that it reflects anxiety-linked bias in the setting of attentional goals that favours setting the goal of attending towards negative information over the alternative goal of attending away from such information. Another possibility is that it reflects anxiety-linked bias in the execution of attentional goals that enhances the execution of the former attentional goal compared to the latter. The present study introduces a novel methodology designed to discriminate the validity of these competing hypotheses, by examining anxiety-linked attentional bias under two conditions. One condition left attentional goals unconstrained. The other condition imposed the attentional goal of either attending towards more negative or more benign emotional stimuli. The finding that anxiety-linked attentional bias was observed only under the former condition supported the hypothesis that anxiety is characterised by a bias favouring the setting attentional goals involving vigilance rather than avoidance of negative information, while giving no support to the hypothesis that anxiety is characterised by a bias reflecting enhanced execution of the former attentional goal compared to the latter.