Attentional biases were assessed with a probe detection task in anxious (N = 17), depressed (N = 17) and normal control (N = 15) subjects. Word pairs were presented visually, with a dot probe following one word of each pair. Allocation of attention to the spatial position of the words was determined from response latencies to the probes. Half the word pairs were presented supraliminally, half subliminally. The anxious and depressed groups showed an attentional bias towards supraliminal negative words, in comparison with normal controls. The depressed group unexpectedly showed greater vigilance for supraliminal anxiety‐relevant words than the anxious group. The anxious group shifted their attention towards the spatial location of negative words presented subliminally. The results support the hypothesis of an anxiety‐related bias in preconscious processes.