Anxiety has been related to decreased physical exploration, but past findings on the interaction between anxiety and exploration during decision making were inconclusive. Here we examined how latent factors of trait anxiety relate to different exploration strategies when facing volatility-induced uncertainty. Across two studies (total N = 985), we demonstrated that people used a hybrid of directed, random and undirected exploration strategies, which were respectively sensitive to relative uncertainty, total uncertainty and value difference. Trait somatic anxiety, that is, the propensity to experience physical symptoms of anxiety, was inversely correlated with directed exploration and undirected exploration, manifesting as a lesser likelihood for choosing the uncertain option and reducing choice stochasticity regardless of uncertainty. Somatic anxiety is also associated with underestimation of relative uncertainty. Together, these results reveal the selective role of trait somatic anxiety in modulating both uncertainty-driven and value-driven exploration strategies.