As the recognition of public transport system as a service is growing, the importance of customer satisfaction through enhancing customer experience has drawn more attention. Safety and comfort are mentioned as important aspects of public transport user experience. It is believed that customers' experience is influenced by affective factors experienced through contacts with organisations, such as stress and well-being. In this exploratory study, anxiety as psychological stress, as a response to potential threat, is investigated in the United Kingdom's London Underground transport service environments. A questionnaire was designed, developed and administrated to test if negative situations and events faced during the journey induce anxiety. 81 respondents including 43 females and 38 males participated in the study, and the results demonstrated that the main triggers of anxiety were identified as seeing other passengers' anti-social behaviour, overcrowding, too much noise and late-night travel. Gender differences in the respondents were also reported on. It is hoped that this study gives insights to stakeholders for improving service environments by the enhancement of customer experiences, through considering the perceptions of anxiety on anticipated future risks about negative situations where passengers' safety needs might arise.