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Background The aim of this systematic review was (1) to identify the brain regions involved in anxiety in Parkinson's disease (PD) based on neuroimaging studies and (2) to interpret the findings against the background of dysfunction of the fear circuit and limbic cortico‐striato‐thalamocortical circuit. Methods Studies assessing anxiety symptoms in PD patients and studies using magnetic resonance imaging, positron emission tomography, or single‐photon emission computed tomography were included. Results The severity of anxiety was associated with changes in the fear circuit and the cortico‐striato‐thalamocortical limbic circuit. In the fear circuit, a reduced gray‐matter volume of the amygdala and the anterior cingulate cortex (ACC); an increased functional connectivity (FC) between the amygdala and orbitofrontal cortex (OFC) and hippocampus and between the striatum and the medial prefrontal cortex (PFC), temporal cortex, and insula; and a reduced FC between the lateral PFC and the OFC, hippocampus, and amygdala were reported. In the cortico‐striato‐thalamocortical limbic circuit, a reduced FC between the striatum and ACC; a reduced dopaminergic and noradrenergic activity in striatum, thalamus, and locus coeruleus; and a reduced serotoninergic activity in the thalamus were reported. Conclusion To conclude, anxiety is associated with structural and functional changes in both the hypothesized fear and the limbic cortico‐striato‐thalamocortical circuits. These circuits overlap and may well constitute parts of a more extensive pathway, of which different parts play different roles in anxiety. The neuropathology of PD may affect these circuits in different ways, explaining the high prevalence of anxiety in PD and also the associated cognitive, motor, and psychiatric symptoms. © 2020 The Authors. Movement Disorders published by Wiley Periodicals LLC on behalf of International Parkinson and Movement Disorder Society