The interaction between road safety and drivers' mental health is an important issue to take into consideration on transportation and safety research. The present review deals specifically with the link between anxiety and driving activity from two complementary points of view. Method: A systematic review into primary studies, following the PRISMA statement, was carried out in four databases: Scopus, Web of Science, Transport Research International Documentation and Pubmed. A total of 29 papers were retained. On the one hand, we present a systematic review of research articles exploring the cognitive and behavioural effects of driving anxiety, regardless its onset, when concerned people have to drive. The second goal of the review is to compile the available literature on the influence of legal drugs, which are used to fight against anxiety, on actual driving tasks. Results: Eighteen papers have been retained for the first question, whose main findings show that exaggerated cautious driving, negative feelings and avoidance are associated with driving anxiety. Most of the conclusions were drawn from self-reported questionnaires and little is known about the effects in situ. Concerning the second question, benzodiazepines are the most studied legal drugs. They affect different attentional processes and could slow reaction times down depending on the population and treatment features. Conclusions: The two standpoints included in the present work allow us to propose some possible lines of research to study certain aspects that have not been explored in depth about people who either feel apprehensive about driving or who drive under the effects of anxiolytics. Practical Applications: The study on driving anxiety may be crucial to estimate the consequences for traffic safety. Furthermore, it is relevant to design effective campaigns to raise awareness about the issues discussed. To propose standard evaluations of driving anxiety and exhaustive research works to find out the extent of anxiolytics use are also important to be considered for traffic policies.