Behavioral inhibition (BI), an infant temperament characterized by distress to novelty, is amongst the strongest early risk markers for future anxiety. In this review, we highlight three ways that recent research elucidates key details about the pathophysiology of anxiety in individuals with BI. First, atypical amygdala connectivity during infancy may be related to BI. Second, developmental shifts in cognitive control may portend risk for anxiety for children with BI. Lastly, distinct cognitive control processes moderate the BI-anxiety relation in different ways. Studying the intersection of these three streams of work may inform prevention or intervention work.