The treatment of anxiety cannot be considered a solved problem, therefore, efforts are directed towards the development of novel treatment approaches. Increasing evidence suggests, however, that the efficacy of available treatments can be improved by taking into account the yet poorly known interactions between psychosocial conditions and the efficacy of pharmacological treatments. We review here evidence demonstrating that psychosocial factors affect the properties and function of receptors that mediate the effects of clinically available anxiolytics. Such neuronal changes affect the efficacy of anxiolytics, which consequently depends largely on psychosocial factors. We show that the interaction between psychosocial factors and drug responsiveness is clinically relevant. Laboratory studies predict that (i) the frequent exposure of subjects to acute stressors lowers the efficacy of benzodiazepines and buspirone, but increases the efficacy of selective serotonin reuptake inhibitors (SSRIs); (ii) the anxiolytic efficacy of buspirone is largely affected by social support and stability, whereas (iii) the efficacy of SSRIs is larger in subjects experiencing early maltreatment. Laboratory studies also show that the side effects of compounds decrease under certain conditions. Disparate human studies suggest that such predictions are clinically valid. Thus, further research on the relationship between psychosocial (Axis-IV) factors and drug efficacy would lead to substantial therapeutic progress with the available anxiolytic compounds. This interaction should be in focus also when new therapeutic approaches are developed.