In this paper, I provide an account of epistemic anxiety as an emotional response to epistemic risk: the risk of believing in error. The motivation for this account is threefold. First, it makes epistemic anxiety a species of anxiety, thus rendering psychologically respectable a notion that has heretofore been taken seriously only by epistemologists. Second, it illuminates the relationship between anxiety and risk. It is standard in psychology to conceive of anxiety as a response to risk, but psychologists - very reasonably - have little to say about risk itself, as opposed to risk judgement. In this paper, I specify what risk must be like to be the kind of thing to which anxiety can be a response. Third, my account improves on extant accounts of epistemic anxiety in the literature. It is more fleshed out than Jennifer Nagel's (2010a), which is largely agnostic about the nature of epistemic anxiety, focusing instead on what work it does in our epistemic lives. In offering an account of epistemic anxiety as an emotion, my account explains how it is able to do the epistemological work to which Nagel puts it. My account is also more plausible than Juliette Vazard's (2018, 2021), on which epistemic anxiety is an emotional response to potential threat to one's practical interests. Vazard's account cannot distinguish epistemic anxiety from anxiety in general, and also fails to capture all instances of what we want to call epistemic anxiety. My account does better on both counts.