The aim of this study is to identify occupational stress associated with the development of new-onset anxiety symptoms and the dose-response relationship between sleep duration and the onset of anxiety symptoms. Data from 29,251 healthy employees who had undergone at least two comprehensive health examinations at Kangbuk Samsung Hospital Health Screening Center were analysed. Anxiety symptoms were assessed using the Beck Anxiety Inventory. Occupational stress and sleep duration were measured using a self-reported questionnaire about total sleep time and the Korean Occupational Stress Scale-Short Form (KOSS-SF), respectively. Flexible parametric proportional hazards model used to estimate the hazard ratios. Compared with the groups without case-level anxiety, discomfort in an organizational climate, high job demands, job insecurity, organizational injustice and lack of reward were associated with the onset of case-level anxiety. Compared with less than 6 hr of sleep per day, the beneficial level of sleep duration was 7 ≤ to <9 hr a day. Almost all subscales of job stress were associated with the development of anxiety symptoms. In addition, the efficacious level of sleep duration for reducing the onset of future anxiety symptoms was 7 ≤ to <9 hr a day. © 2020 John Wiley & Sons, Ltd.