Wells and Matthews proposed the S-REF model to explain the process of inducing anxiety, which expanded the theory of self-focused attention. According to this model, self-esteem can mediate the relationships between anxiety and self-focused attention; however, the relationships among these three variables have never been analyzed simultaneously. Therefore, this study was conducted to analyze the relationships among anxiety, self-focused attention, and self-esteem. Additionally, this study aimed to construct a model incorporating negative life events and sex differences. Self-esteem partially mediated the relationship between anxiety and self-focused attention. Moreover, it has been suggested that negative life events was one of the factors that exacerbated the function of self-focused attention. These results suggest that it is important for therapists to support patients using techniques to improve attentional control, in order to increase their self-esteem.