Generalised Anxiety Disorder (GAD) is a common anxiety-related diagnosis, affecting approximately 5% of the adult population. One characteristic of GAD is a high degree of anxiety sensitivity (AS), a personality trait which describes the fear of arousal-related sensations. Here we present a genome-wide association study of AS using a cohort of 730 MZ and DZ female twins. The GWAS showed a significant association for a variant within the RBFOX1 gene. A heritability analysis of the same cohort also confirmed a significant genetic component with h2 of 0.42. Additionally, a subset of the cohort (25 MZ twins discordant for AS) was studied for evidence of differential expression using RNA-seq data. Significant differential expression of two exons with the ITM2B gene within the discordant MZ subset was observed, a finding that was replicated in an independent cohort. While previous research has shown that anxiety has a high comorbidity with a variety of psychiatric and neurodegenerative disorders, our analysis suggests a novel etiology specific to AS.