A wealth of research demonstrates attentional biases toward threat in the anxiety disorders. Several models have been advanced to explain these biases in anxiety, yet the mechanisms comprising and mediating the biases remain unclear. In the present article, we review evidence regarding the mechanisms of attentional biases through careful examination of the components of attentional bias, the mechanisms underlying these components, and the stage of information processing during which the biases occur. Facilitated attention, difficulty in disengagement, and attentional avoidance comprise the components of attentional bias. A threat detection mechanism likely underlies facilitated attention, a process that may be neurally centered around the amygdala. Attentional control ability likely underlies difficulty in disengagement, emotion regulation goals likely underlie attentional avoidance, and both of these processes may be neurally centered around prefrontal cortex functioning. The threat detection mechanism may be a mostly automatic process, attentional avoidance may be a mostly strategic process, and difficulty in disengagement may be a mixture of automatic and strategic processing. Recommendations for future research are discussed.