Negative self-cognitions are assumed to play an important role in the onset of anxiety disorders. Current dual-process models emphasize the relevance of differentiating between more automatic and more deliberate self-cognitions in this respect. Therefore, this study was designed to test the prognostic value of both deliberate and automatic self-anxious associations as a generic vulnerability factor for the onset of anxiety disorders between baseline and 2-year follow-up. To test the disorder specificity of negative self-associations, we also measured self-depressed associations. Self-report measures of depressive symptoms, anxiety symptoms, neuroticism, and fearful avoidance were included as covariates. Healthy controls (n = 593), individuals who had depression (n = 238), and individuals remitted from an anxiety disorder (n = 448) were tested as part of the Netherlands Study of Depression and Anxiety. Deliberate self-anxious associations predicted the onset of anxiety disorders in all groups. Automatic self-anxious associations showed predictive validity only in individuals remitted from an anxiety disorder or in currently depressed individuals. Although deliberate self-depressed associations were related to the onset of anxiety disorders as well, automatic self-depressed associations were not. In the (remitted) patient groups, only deliberate self-anxious associations showed independent predictive value for the onset of anxiety disorders together with self-reported fearful avoidance behavior. In the healthy controls, only a composite index of negative emotionality (depressive or anxiety symptoms and neuroticism) showed independent predictive validity. This study provides the first evidence that automatic and deliberate self-anxious associations have predictive value for the future onset of anxiety disorders. © 2011 American Psychological Association.