Objective The aim of study is to investigate the relationship between serum vitamin D, c-reactive protein (CRP) levels, and anxiety symptoms. Methods Serum vitamin D and CRP levels of 51,003 Korean adult participants were collected retrospectively. Anxiety symptoms were assessed using the Korean version of Beck Anxiety Inventory. Logistic regression was used to estimate the odds ratio (ORs) of anxiety symptoms by serum vitamin D and CRP levels. The regression was adjusted for covariates, and each model was adjusted mutually for vitamin D and CRP levels. Results Compared with sufficient vitamin D levels (≥20 ng/mL), insufficient (10–19.99 ng/mL) and deficient (<10 ng/mL) vitamin D levels were significantly associated with risk of anxiety symptoms. Also, continuous vitamin D levels were negatively associated with the risk of anxiety symptoms. CRP levels did not affect the relationship between vitamin D levels and risk of anxiety symptoms. Conclusion Insufficient (10–19.99 ng/mL) and deficient (<10 ng/mL) vitamin D levels were significantly associated with risk of anxiety symptoms. After adjusting for CRP levels, the results were not changed, and no evidence of interaction between vitamin D and CRP levels was found. CRP levels did not account for the association between vitamin D levels and risk of anxiety symptoms.