Anxiety is a common psychological disorder associated with affective disorders and associated with other mental disorders, with depression being the most common comorbidity. Few studies have examined the neural mechanisms underlying anxiety after controlling for depressive symptoms. This study aimed to explore whether there are differences in cortical activation in anxiety patients with different severity whose depressive symptoms is normal. In current study, depression levels were normal for 366 subjects—139 healthy subjects, 117 with mild anxiety, and 110 with major anxiety. The Hospital Anxiety and Depression Scale (HADS) and a verbal fluency task (VFT) tested subjects’ anxiety and depression and cognitive function, respectively. A 53-channel guided near-infrared spectroscopic imaging technology (fNIRS) detected the concentration of oxyhemoglobin (oxy-Hb). Correlation analysis between anxiety severity and oxy-Hb concentration in the brain cortex was performed, as well as ANOVA analysis of oxy-Hb concentration among the three anxiety severity groups. Results showed that anxiety severity was significantly and negatively correlated with oxy-Hb concentration in the left frontal eye field (lFEF) and in the right dorsolateral prefrontal area (rDLPFC). The oxy-Hb concentration in the lFEF and the rDLPFC were significantly lower in the major anxiety disorder group than that in the control group. This suggests that decreased cortical activity of lFEF and rDLPFC may be neural markers of anxiety symptoms after control depressive symptoms. Anxiety symptoms without depressive symptoms may be result from the dysfunction of cognitive control network (CCN) which includes lFEF and rDLPFC.