Excessive information seeking, or exploratory behavior to minimize the uncertainty of unknown options, is a feature of anxiety disorders. The horizons task (Wilson et al. 2014) is a popular task for measuring information-seeking behavior, recently used to identify under-exploration in psychosis (Waltz et al. 2020). The horizons task has not yet been evaluated as a tool for measuring information seeking behavior in anxious individuals. We recruited 100 participants to complete an online version of the horizons task. Anxiety was measured with the Penn State Worry Questionnaire (PSWQ), and attitudes related to information seeking were measured with the Intolerance of Uncertainty scale (IUS) and the Need for Closure scale (NCS). Information seeking behavior on the horizons task was measured per participant using hierarchical Bayesian modeling. We confirmed that behavior on the online version of the horizons task is similar to previous in-person studies. Contrary to our hypotheses, we found no evidence of a relationship between information seeking behavior on the task and anxiety symptoms or the information seeking scales. Our results suggest behavior on the horizons task does not predict beliefs and attitudes towards anxious information seeking. We suspect this may reflect design features of the task that reduce the value of information seeking behaviors. We conclude by proposing modifications to the task that may improve its utility as a measure of information seeking behavior in anxiety.