Events and leaders can generate feelings of anxiety that shape political attitudes and behavior in the short run. Yet, threats are often ephemeral, and existing literature does not show whether anxiety or its effects fade as easily as they rise. We address this gap by examining the persistence of anxiety toward the health and economic risks associated with the COVID-19 pandemic. Furthermore, we examine the duration of anxiety’s role in information gathering as well as the role of information search on continued experiences of anxiety. To address these questions, we use a five-wave panel survey of a representative sample of adult residents of Louisiana, a state where the COVID-19 pandemic hit particularly hard but with uneven health and economic impacts. We find evidence confirming reinforcement of anxiety, in which feeling anxious at one point in time is associated with anxiety at subsequent points independent of continued threat exposure and individual heterogeneity in the propensity to feel anxious. We also find modest evidence that biased information seeking behavior accounts for some of this reinforcement. Additionally, we find mixed evidence for the persistence of anxiety’s effects on political attitudes even after threat exposure subsides.