Anxiety disorders are more predominant in women than men, however there is a lack of understanding as to what neurocognitive mechanisms drive this sex difference. Recent investigation has found a potential moderating role of sex in the relationship between anxiety and the error related negativity —a component of error-monitoring that is prevalent in high anxiety individuals—such that females display a positive relationship between anxiety/worry and ERN amplitude. We strove to further explore the influence of sex on the relationship between trait (...) anxiety and performance monitoring, specifically with ERN, as well as extend this work to include another hallmark of anxiety, attentional bias to threat. To meet this end, participants performed the flanker and dot-probe tasks, respectively. We did not find a significant difference in the relationship between attention bias scores and anxiety for female vs. males participants. Furthermore, ΔERN amplitudes were greater in males compared to females, and males had more positive CRN amplitudes than females. There were no significant associations between ERN or ΔERN with anxiety in both male and female participants. However, there was a significant relationship between CRN amplitudes and trait anxiety in male but not female participants. Given these results, the effect of sex on the relationship between components of performance monitoring—namely the CRN and ERN—and anxiety may be more nuanced than the current understanding. Our study was limited to detecting medium to large sized moderation effects. Our findings may be important for future meta-analysis on sex differences in anxiety. (shrink)