Anxiety and fear are often confounded in discussions of human emotions. However, studies of rodent defensive reactions under naturalistic conditions suggest anxiety is functionally distinct from fear. Unambiguous threats, such as predators, elicit flight from rodents (if an escape-route is available), whereas ambiguous threats (e.g., the odor of a predator) elicit risk assessment behavior, which is associated with anxiety as it is preferentially modulated by anti-anxiety drugs. However, without human evidence, it would be premature to assume that rodent-based psychological models are valid for humans. We tested the human validity of the risk assessment explanation for anxiety by presenting 8 volunteers with emotive scenarios and asking them to pose facial expressions. Photographs and videos of these expressions were shown to 40 participants who matched them to the scenarios and labeled each expression. Scenarios describing ambiguous threats were preferentially matched to the facial expression posed in response to the same scenario type. This expression consisted of two plausible environmental-scanning behaviors (eye darts and head swivels) and was labeled as anxiety, not fear. The facial expression elicited by unambiguous threat scenarios was labeled as fear. The emotion labels generated were then presented to another 18 participants who matched them back to photographs of the facial expressions. This back-matching of labels to faces also linked anxiety to the environmental-scanning face rather than fear face. Results therefore suggest that anxiety produces a distinct facial expression and that it has adaptive value in situations that are ambiguously threatening, supporting a functional, risk-assessing explanation for human anxiety.