Infertility causes psychological and social problems in many infertile women, men, and couples, and the most common of which is anxiety. Also, assisted reproductive treatments (ART) increase anxiety. Numerous medical and community associations have strongly recommended psychosocial interventions and counselling to help infertile couples. A review was done on studies published from 1982 to 2018 that were indexed in Medline, ISI Web of Knowledge, and Scopus. The references of each article were used for more resources and references. Most psychosocial interventions were effective on infertile women, men, and couples. These articles showed a significant decrease in anxiety with CBT interventions, body-mind interventions, and other interventions. All interventions based on CBT, most interventions based on body-mind, and some other interventions are effective in treating anxiety in infertile women and men.