The study examined how neural responsivity to unexpected sounds in early infancy influences anxiety development. The research included 147 infants who underwent neural activity measurement at 4 months using EEG during an auditory test. Infant behavior was observed at 14 months and anxiety symptoms were assessed at 30 months and between 4-6 years. Results showed that infants with more negative neural responsivity at 4 months had higher risk of developing anxiety. Anxiety remained stable from 30 months to 4-6 years. The findings confirm that early infancy is a critical period for identifying neurobiological markers of anxiety risk.