In this study we compared steady-state visual evoked potentials during the NPU-threat task between high and low anxious individuals. All participants allocated increased attentional resources to the central P-threat cue, replicating previous findings. Importantly, LA individuals exhibited larger ssVEP amplitudes to contextual threat (U and P) than to contextual safety cues, while HA individuals did not differentiate among contextual cues in general. These findings support the notion of aberrant sensory processing of unpredictable threat in anxiety disorders, as this processing pattern is already evident in individuals at risk of these disorders