Elevated anxiety levels degrade task performance, likely because of cognitive function reduction in the frontoparietal brain network. This study aimed to test whether anxiety could impact the frontal cortex anticipatory brain functions and to investigate the possible beneficial effect of response‐related feedback on task performance. The electroencephalographic activity was recorded while participants performed two Go/No‐go tasks: one with response‐related feedback on errors (feedback task) and one task without feedback (standard task). We first tested whether anxiety levels could be associated with pre‐stimulus ERP components such as the prefrontal negativity (pN), linked with top‐down attentional control, and the Bereitschaftspotential (BP), related to motor preparation. Then, we assessed whether feedback could affect anxious people's brain preparation, reducing the state of uncertainty and improving performance. Results showed that the pN was almost absent and the BP was lower during a standard task in the high anxiety than in the low anxiety group. In the feedback task, these components increased in the high anxious, becoming comparable to the low anxious. Behavioral results showed that false alarms in the high anxiety group were larger than in the low anxiety group during the standard task but became comparable in the feedback task. Similarly, response time in the high anxiety group was slower in the standard task than in the feedback task, and high anxious people were faster in the feedback task than in the standard one. This study contributes to clarifying neural correlates of anxiety, showing brain activity reductions related to action preparation in frontal areas. In addition, response‐related feedback tasks could be used to normalize task performance in high anxious people. High levels of anxiety have been associated with degraded cognitive performance and recently with reduced task preparatory activity in the frontal cortex. Here, we tested the introduction of response‐related feedback in a sensory motor task, and we found in anxious people an immediate regularization of preparatory brain activity in the frontal cortex. Consequently, improvement in task performance was also found. Treatments based on response‐related feedback could represent a non‐pharmaceutical approach to anxiety disorders.