Introduction: An essential aspect of mental health treatment and recovery is the degree of involvement by health service users in the process. Aim/Question: Explore the values, demands and preferences of persons diagnosed with anxiety disorders, their participation in the treatment provided, and the response of the health system in this regard. Methods: A qualitative study was conducted, with 51 participants. Nine focus groups and four in-depth interviews took place. Results: Three broad categories were identified: (1) diagnosis; (2) treatment options offered and shared decision-making; and (3) coping with the disorder. Sometimes patients do not receive enough information to cover their needs. A trend towards drug prescription as a first approach was observed, while active coping based on exposure to anxiogenic situations was indicated as the most effective option. Conclusion: Shared decision-making is a necessary aspect of treatment, and the therapeutic process should be adapted to match the service user's preferences, values and needs. Implications for the Practice: This research identifies the needs of patients diagnosed with anxiety disorders and promotes, therefore, from healthcare professionals and services, the provision of measures to meet these needs.