Objective: To investigate the association of ambient fine particulate matters (PM_2.5) exposure with anxiety in middle-aged and elderly people in China. Methods: Using a stratified random sampling method, 5 997 middle-aged and elderly people (aged 40-89) who resided in the region for more than 2 years and had no hearing or language impairment were selected from 32 districts/counties in the key areas for air pollution prevention and control in China from October 10^th, 2017 to February 7^th, 2018. Information about demographic characteristics, socioeconomic factors and health status were collected by questionnaire survey and physical examination. The anxiety symptoms were assessed by 7-item Generalized Anxiety Disorder Scales. Three-year moving average concentrations of PM_2.5 were calculated to estimate exposure level. The multivariate logistic regression model was conducted to assess the association between PM_2.5 exposure and anxiety. The interaction of age, gender, overweight, education, smoking, drinking and chronic diseases was also analyzed by likelihood ratio test. Results: There were 2 995 (49.94%) males subjects, 4 092 (68.23%) subjects with education of secondary school or above and 2 576 (42.95%) subjects with self-reported chronic diseases among the 5 997 middle-aged and elder participants. The prevalence of anxiety was 6.64% (n=398). The mean±SD of 3-year moving average concentrations of PM_2.5, O₃ and SO₂ were (53.50±13.38), (90.58±13.26) and (40.29±12.56) μg/m³, respectively. PM_2.5 had significantly association with anxiety, and the corresponding OR value was 1.17 (95%CI: 1.05,1.31) with a 10 μg/m³ increment of 3-year moving average concentrations of PM_2.5. Compared with female (OR (95%CI)=1.07 (0.93,1.23)), those with no chronic diseases (OR (95%CI)=1.06 (0.93,1.20)) and those with primary school degree or below (OR (95% CI)=0.90 (0.75,1.09)), the association between PM_2.5 and anxiety was stronger among male (OR (95%CI)=1.35 (1.12,1.63)) and those with chronic diseases (OR (95%CI)=1.77 (1.31,2.38)), middle school education (OR (95%CI)=1.43 (1.22,1.67)), college education and above (OR (95%CI)=1.68 (1.05, 2.67)), all the P interaction values were <0.05. Conclusion PM_2.5 exposure has significantly positive association with anxiety. The associations are stronger in male, people with higher educational qualifications and patients with chronic diseases.