Women testing positive for human papillomavirus (HPV) infection experience increased levels of anxiety that have been attributed to fears of stigmatization and developing cervical cancer. The objective of this study was to investigate the association between HPV infection and anxiety in women who were unaware they had been tested specifically for HPV, to determine if any anxiety experienced by HPV-positive women could be due to causes other than learning of test results. This study was nested within a randomised controlled trial of management of women with abnormal cervical cytology conducted in the United Kingdom with recruitment between 1999 and 2002. At baseline, prior to having a sample taken for HPV testing, the results of which were not disclosed, women were assessed for anxiety using the Hospital Anxiety and Depression Scale and asked about fears of developing cervical cancer (“cancer worries”); this assessment was repeated at 12, 18, 24, and 30 months of follow-up. Logistic regression and generalized estimating equations were used for the cross-sectional (baseline) and longitudinal analyses, respectively. Among the 2842 participants, there was no association between HPV status and anxiety among white women. Among non-white women, however, anxiety was less common among HPV-positive than HPV-negative women (adjusted odds ratio 0.41, 95% confidence interval 0.22 to 0.77). Among non-smokers, cancer worry was more common in HPV-positive than HPV-negative women; the opposite association was observed among ex-smokers. Associations between HPV status and anxiety may be explained by factors other than learning of test results and may vary by ethnicity and lifestyle factors.