OBJECTIVE: Many patients receiving medical treatment for anxiety relapse or do not improve. Research has therefore been turning to coping mechanisms as a way to decrease anxiety rates. Previously, we showed that living in a deprived area significantly increases the risk of anxiety in women, but not in men. The objective of this study is to assess whether sense of coherence (coping mechanism) buffers the influence of area deprivation on women's risk of generalised anxiety disorder using data from the European Prospective Investigation of Cancer-Norfolk. DESIGN: Large, population study. SETTING: UK population-based cohort. PARTICIPANTS: 30 445 people over the age of 40 years were recruited through general practice registers in England. Of these, 20 919 completed a structured health and lifestyle questionnaire used to assess generalised anxiety disorder and sense of coherence. Area deprivation was measured using 1991 Census data, and sense of coherence and anxiety were examined in 1996-2000. 10 183 women had data on all variables. MAIN OUTCOME MEASURE: Past-year generalised anxiety disorder defined according to the Diagnostic and Statistical Manual of Mental Disorders, fourth edition. RESULTS: In this study, 2.6% (260/10 183) of women had generalised anxiety disorder. In those with a strong sense of coherence, area deprivation was not significantly associated with anxiety (OR 1.29, 95% CI 0.77 to 2.17). However, among women with a weak sense of coherence, those living in deprived areas were almost twice as likely to have generalised anxiety disorder compared with those living in more affluent areas (OR 1.99, 95% CI 1.37 to 2.91). CONCLUSION: The number of women living in deprived conditions is large worldwide, and significant numbers are affected by generalised anxiety disorder. Sense of coherence moderates the association between area deprivation and anxiety in women; therefore, interventions targeting coping mechanisms may need to be considered for people with anxiety.