With advances in portable and wearable devices, it should be possible to analyze and interpret the collected biosignals from those devices to tailor a psychological intervention to help patients. This study focuses on detecting anxiety by using a portable device that collects electrocardiogram (ECG) and respiration (RSP) signals. The feature extraction focused on heart-rate variability (HRV) and breathing-rate variability (BRV). We show that a significant change in these signals occurred between the non-anxiety-induced and anxiety-induced states. The HRV biomarkers were the mean heart rate (MHR; p = 0.04), the standard deviation of the heart rate (SD; p = 0.01), and the standard deviation of NN intervals (SDNN; p = 0.03) for ECG signals, and the mean breath rate (MBR; p = 0.002), the standard deviation of the breath rate (SD; p < 0.0001), the root mean square of successive differences (RMSSD; p < 0.0001) and SDNN (p < 0.0001) for RSP signals. This work extends the existing literature on the relationship between stress and HRV/BRV by being the first to introduce a transitional phase. It contributes to systematically processing mental and emotional impulse data in humans measured via ECG and RSP signals. On the basis of these identified biomarkers, artificial-intelligence or machine-learning algorithms, and rule-based classification, the automated biosignal-based psychological assessment of patients could be within reach. This creates a broad basis for detecting and evaluating psychological abnormalities in individuals upon which future psychological treatment methods could be built using portable and wearable devices.