In this article, an interpretative possibility of understanding the experience of being anxious is offered, before looking for an abstract and theoretical explanation about it. In this sense, this article reflects on the hermeneutic ground from which is interpreted the experience of being anxious, as well as on a first attempt to integrate the Amedeo Giorgi's procedure, employed to analyze data, in an hermeneutic perspective. The article then offers the results and conclusions of a single case study. The article emphasizes the importance of clarifying that in order to understand the way people live and confront the experience of being anxious, we have to be capable of grasping the meaning of this experience for the person who is experiencing it, from both the researcher's clarification of her/his own reactions and prejudices and the coresearcher's existential structure and experiential perspective. In this way, the article considers the hermeneutic idea related to understanding another person's experience through the embodied and pre-reflective understanding in which every interpretation is based. Finally, it is also emphasized that if we are contextualized about one person's experience and its meaning, we could offer and develop theories and explanations that attend and are specifically focused on that person and her/his concrete needs, instead of attending to our own theoretical and technical needs.