The present research sought to understand patient experiences during Hyperbaric Oxygen Therapy (HBOT) by using 24 HBOT patients (17 men, 7 women) to examine the relationship between individual variables and anxiety, and providing One Session Exposure Therapy (OSET; Öst, 1989) if necessary. Pre-HBOT participants completed the following measures: State-Trait Anxiety Inventory (STAI; Spielberger, 1983), Claustrophobia Questionnaire (CLQ; Radomsky, Rachman, Thordarson, McIsaac, & Teachman, 2001), Anxiety Sensitivity Index (ASI; Reiss, Peterson, Gursky, & McNally, 1986), and Treatment Credibility/Expectancy Questionnaire (CEQ; Devilly & Borkovec, 2000). State Anxiety was assessed pre-HBOT and at the tenth and last sessions. Findings suggest Dispositional Anxiety (STAI-Trait + ASI), Expectancy of symptom improvement (CEQ), and gender were significantly predictive of State Anxiety before and during HBOT. Limitations and directions for future research are discussed.