Objective: Eating behavior is affected by psychological and neurocognitive factors. However, little is known about this relationship in anxious patients. Our aim was to investigate the associations between impulsivity, inhibitory control, energy-dense food consumption, and body mass index (BMI) in women with generalized anxiety disorder (GAD). Methods: In this cross-sectional study, 51 adult females with GAD answered the Barratt Impulsiveness Scale (BIS-11) and participated in a go/no-go task using food images. Anthropometric measurements were evaluated. A food frequency questionnaire and a snack test were used to study eating behavior. Pearson correlation and multiple linear regression were performed to analyze the variables of interest, adjusted by age. Results: Impulsivity predicted intake of sugar (p = 0.016, 95%CI 0.67-6.05), total fat (p = 0.007, 95%CI 0.62-3.71), and saturated fat (p = 0.004, 95%CI 0.30-1.48). The snack test showed a positive correlation between presence of impulsivity and intake of biscuits (R = 0.296; p = 0.051). Response inhibition to food images in the go/no-go task paradigm did not predict BMI or food intake. Conclusion: Impulsivity was predictive of higher sugar and saturated fat intake in women diagnosed with GAD. Our findings add to the literature regarding the association between neuropsychological factors and food consumption in this specific population.