Generalized Anxiety Disorder (GAD) is a chronic anxiety condition characterized by persistent excessive worry, anxiety, and fear. Current diagnostic practices primarily rely on clinicians' subjective assessments and experience, highlighting a need for more objective and reliable methods. This study collected 10-minute resting-state electroencephalogram (EEG) from 45 GAD patients and 36 healthy controls (HC), focusing on six frontal EEG channels for preprocessing, data segmentation, and frequency band division. Innovatively, this study introduced the "Differential Channel" method, which enhances classification performance by enhancing the information related to anxiety from the data, thereby highlighting signal differences. Utilizing the preprocessed EEG signals, undirected functional connectivity features (Phase Lag Index, Pearson Correlation Coefficient, and Mutual Information) and directed functional connectivity features (Partial Directed Coherence) were extracted. Multiple machine learning models were applied to distinguish between GAD patients and HC. The results show that the Deep Forest classifier achieves excellent performance with a 12-second time window of DiffFeature. In particular, the classification of GAD and HC was successfully obtained by combining OriFeature and DiffFeature on Mutual Information with a maximum accuracy of 98.08%. Furthermore, it was observed that undirected functional connectivity features significantly outperformed directed functional connectivity when fewer frontal channels were used. Overall, the methodologies developed in this study offer accurate and practical identification strategies for the early screening and clinical diagnosis of GAD, offering the necessary theoretical and technical support for further enhancing the portability of EEG devices.