Anxiety in older individuals is understudied despite its prevalence. Investigating its occurrence can be challenging, yet understanding the factors influencing its recurrence is important for improved management. This study aimed to model the recurrence of anxiety symptomatology in an older population within a five-month timeframe. Data included baseline socio-demographic and general health information for older adults aged 60 years or older with at least mild depressive symptoms. A Bayesian network model explored the relationship between baseline data and recurrent anxiety symptomatology. Model evaluation employed the Area Under the Receiver Operating Characteristic Curve (AUC). The Bayesian model was also compared to three machine learning models. The model achieved an AUC of 0.821 on the test data, using a threshold of 0.367. This result surpassed both the Logistic Regression and XGBoost models, but slightly behind SGDClassifier. Key factors associated with recurrence of anxiety symptomatology were: “Not being able to stop or control worrying”; “Becoming easily annoyed or irritable”; “Trouble relaxing”; and “depressive symptomatology severity”. The model demonstrated generalisation abilities and outperformed some machine learning models while being less complex and more explainable. These findings indicate a prioritised sequence of predictors to identify individuals most likely to experience recurrent anxiety symptomatology.