When the pressure is on and anxiety levels increase it is not easy to perform well. In search of mechanisms explaining the anxiety-performance relationship, we revisit the integrated model of anxiety and perceptual-motor performance (Nieuwenhuys and Oudejans, 2012) and provide a critical review of contemporary literature. While there is increasing evidence that changes in attentional control affect the execution of goal-directed action, based on our model and emerging evidence from different scientific disciplines, we argue for a more integrated, process-based approach. That is, anxiety can affect performance on different levels of operational control (i.e., attentional, interpretational, physical) and - moving beyond the execution of action - have implications for different aspects of perceptual-motor behavior, including situational awareness and decision making.