This study evaluates whether the association between neighborhood cohesion and frequency of anxiety symptoms varies by racial/ethnic group in the United States (US). Our study includes 89,617 respondents ages 18 and older from the National Health Interview Survey (2013–2018). We fit multivariate generalized linear regression models with interactions between neighborhood cohesion and race/ethnicity to test our hypotheses. We find that greater neighborhood social cohesion is associated with a lower frequency of anxiety symptoms for all racial/ethnic groups. However, this relationship was strongest for NL-Whites and Asians compared to NL-Black and Latine adults. No significant differences in this relationship were found between NL-Black, Latine, and Asian adults. Our study suggests that examining markers of mental health, such as anxiety symptoms, among the US population should consider variations in associations by race/ethnicity to expand our understanding of contextual factors that are associated with these outcomes. Population-based assessments of mental health markers should consider how sociocultural mechanisms operate differently by race/ethnicity.