The aims of the present study were to: (1) assess agreement for diagnoses of specific anxiety disorders between direct interviews and the family history method; (2) compare prevalence estimates according to direct interviews and family history information; (3) test strategies to approximate prevalence estimates according to family history reports to those based on direct interviews; (4) test covariates of inter-informant agreement; and (5) test the likelihood of reporting disorders by informants. Analyses were based on family study data which included 1625 distinct informant (first-degree relatives and spouses)-index subject pairs. Our main findings were: (1) inter-informant agreement was satisfactory for panic disorder, agoraphobia, social phobia and obsessive-compulsive disorder; (2) the family history method provided lower prevalence estimates for all anxiety disorders (except for generalized anxiety disorder and obsessive-compulsive disorder) than direct interviews; (3) the lowering of diagnostic thresholds and the combination of multiple family history reports increased the accuracy of prevalence estimates according to the family history method; (4) female gender of index subjects was associated with poor agreement; and (5) informants, who themselves had a history of an anxiety disorder, were more likely to detect this disorder in their relatives which entails the risk of overestimation of the size of familial aggregation.