Anxious apprehension and anxious arousal are central transdiagnostic anxiety dimensions and have been linked to divergent patterns of frontal and parietal alpha asymmetry. The present study examined the relationship between alpha asymmetry and anxiety dimensions in 130 individuals whose electroencephalogram (EEG) was recorded at rest. We applied a 2 (anxious apprehension: low vs. high) × 2 (anxious arousal, low vs. high) design to contrast brain lateralization in four groups. Results revealed that anxious apprehension was associated with more left-than-right frontal brain activity in the lower alpha band, an effect driven by decreased right frontal activity. Exploratory analyses showed more left-than-right brain activity at central sites associated with anxious apprehension. Parietal activity was not lateralized as a function of anxiety dimensions. Taken together, the current results support that anxious apprehension is associated with more left-than-right frontal and central activity, and suggest a broader distribution of alpha asymmetries associated with anxious apprehension than previously thought.