Holistic approaches are gaining increasing popularity in the management of psychiatric disorders. Yoga is among the oldest sciences with a holistic approach and hence, has been studied extensively in psychiatry. Many uncertainties and methodological problems and both theoretical as well as practical issues, surround research pertaining to yoga in health and disease. Various studies have emphasized the benefits of incorporating yoga practice in the management of anxiety disorders. The effect of this technique needs to be further explored and more scientific studies should focus on the usage, long term effects and physiological basis of yoga practice. The present review covers the role of yoga in the management of anxiety disorders and future research needs that are warranted.