Anxiety is usually associated with dysfunction of cognitive control. The aim of the present study is to examine whether high anxious individuals have a damage of cognitive control function in a standard response inhibition task, Go/Nogo-paradigm, and to investigate its neural correlates with event-related potentials (ERPs). We focused on the N2 and P3 components in the difference wave between NoGo condition and Go condition, which is considered to reflect different processing stage of response inhibition. The P3 component was mainly influenced by trait anxiety, showing the reduction in HTA group. Using the standardised Low Resolution Electromagnetic Tomography method (sLORETA), we found that the reduced P3 of difference wave in HTA group was associated with the medial frontal gyrus and superior frontal gyrus. Therefore, the attenuation of response inhibition in anxiety is likely mediated by the decreased activation of frontal area.