Anxiety is one of the most fundamental emotions required to survive or to cope with potential threatening stimuli. Under certain circumstances, it can change to excessive or maladaptive response and might manifest in anxious personality or even anxiety disorders. Genetic studies provide a number of promising candidate genes that, however, account for only a few percent of the phenotypic variance. Social and material environmental effects such as stressful life events, drugs or chemicals and particular behavioural influences such as parental care are suggested to interact with gene effects presumably involving epigenetic processes. Such interaction probably modifies an individual’s predisposition, personality and susceptibility to develop normal or low anxiety or even maladaptive or excessive anxiety. Since human anxiety involves complex emotions as well as cognitions, unique experiences and an individual genetic make-up, studies trying to clarify the complex and functionally interwoven pathogenesis of anxious personality or anxiety disorders often adopt a reductionistic, simplifying approach. Therein, mice constitute an invaluable tool for modelling human anxiety in its various forms as they display remarkable similarities on anatomical, physiological, biochemical, molecular and behavioural levels. This review aims to fit observations and results obtained from men and mice on behavioural, genetic and environmental levels in response to different threatening stimuli elucidating different genetic and epigenetic effects.