Purpose – The purpose of this paper is to test the effectiveness of a self-directed cognitive behavioural therapy (CBT) booklet allowing immediate access to treatment for anxiety during alcohol use disorder (AUD) interventions. Design/methodology/approach – Parallel pilot randomised controlled trial: 69 individuals in AUD treatment, continued to receive treatment alone (control: n=29) or in addition, a self-directed, four week CBT booklet to manage anxiety (intervention: n=40). Primary outcome measures were changes in state (SAnx) and trait anxiety (TAnx) at four weeks. Secondary outcome measures were changes in adaptive (ACop), maladaptive (MCop) coping and quality of life (QoL, physical (PHQoL), psychological (PSQoL), social (SQoL), environment (EQoL)) at four weeks. Findings – Participants had significantly higher SAnx (p < 0.01) and TAnx (p < 0.01) baseline scores compared to the general population. There were no statistically significant group changes in SAnx or TAnx (p > 0.05). Control group allocation predicted improvement in ACop (p < 0.01), MCop (p < 0.05), PHQoL (p < 0.01), PSQoL (p < 0.05) and SQoL (p < 0.01); CBT group allocation predicted improvement in EQoL (p=0.05). All effect sizes were small to moderate (Cohen’s d < 0.50). Percentage of book completion did not determine changes in anxiety, coping or quality of life. Originality/value – A four week self-directed CBT booklet did not significantly reduce anxiety during AUD treatment. Larger sample sizes will determine the most suitable treatment delivery mode for this type of CBT.