The prevalence of anxiety disorders continues to increase in Canada. The study aimed to evaluate sex differences in the prevalence of anxiety disorders, associated identity factors and social determinants, and their interactions among the Canadian population. We used data from the 2017–2018 Canadian Community Health Survey (CCHS), a nationally representative survey. We evaluated associations between sex, other identity characteristics and social determinants, and anxiety disorders using multivariable logistic regression. To account for the complex sampling design, we applied sampling and bootstrap weights. The CCHS included 113,290 respondents, representative of 98% of the Canadian population over 12 years old. The prevalence of self-reported anxiety disorders was higher among females than males (11.6% vs 6.3%, p < 0.001). Adjusted regression analysis revealed higher odds of having mood disorders for those who were female, non-White, non-immigrant, homosexual or bisexual, unemployed, had lower income or food insecurity, had a disability and a weak sense of community belonging. Younger age was associated with higher odds of anxiety disorders among females (aOR: 1.50, 95%CI: 1.10–2.05) but not among males (aOR: 0.99, 95%CI: 0.64–1.56). An association between employment and higher income with lower odds of anxiety disorders, and bisexuality with higher odds of anxiety disorders, was stronger among males compared with females. Anxiety disorders are more prevalent among females than males in Canada. Age, employment, income, and sexual orientation have varying associations with anxiety disorders among the sexes. Strategies for improving mental health must recognize the complex links between sex and intersecting factors. • The prevalence of anxiety disorders in Canada is significantly higher among females. • The association of younger age with anxiety disorders is stronger among females. • Bisexuality has a stronger association with anxiety disorders among males. • Income is more strongly associated with anxiety disorders in males. [ABSTRACT FROM AUTHOR]