The purpose of this study was to determine the effect of cognitive training on working memory and sustain attention of anxious children. A pseudo-experimental study was performed among students aged 8 to 9 years old and selection was based on research criteria by two-stage sampling. In the first step, using cluster sampling, 358 students were selected and anxiety test was performed on them, which 137 students with high anxiety were selected. In the second stage, 76 students were selected according to the entry criteria, and Raven's intelligence test was employed to match the intelligent subjects; finally, 44 students were selected as a study sample and were randomly placed in two experimental and control groups and at the end, the data of 36 subjects were analyzed. In order to match the participants, Raven's intelligence test and Manifest Anxiety were used and the research tools were, N-back Memory Test concentration & diffuse attention test of at the beginning, a pre-test of working memory and precise, focused and scattered execution was performed for all participants. Then, the test group received 10 sessions of 45-minutes training in 5 weeks and at the end, both groups completed the post-test multivariate covariance analysis was used to test the hypotheses in the study and the analysis of the result indicates the effect of cognitive training on the improvement of accuracy and concentration of working memory. Also, the significant effect of cognitive training on the inhibition and the speed of sustain attention processing were also observed. According to the results, the cognitive training method had a remarkable effect on the improvement of working memory and sustain attention in children with anxiety. Therefore, the result indicates the significance of cognitive training based on attention control, inhibition, and alternation of attention and memory.