Jenny Edwards from the Mental Health Foundation says people who are feeling anxious need to seek help early.
The survey also revealed that Londoners were the least likely to go to their GP for anxiety problems. Just 22% said they would be likely to seek help for the condition.
A quarter of Londoners added that they thought feeling anxious was a sign of not being able to cope and the same amount of people said they would be embarrassed to tell someone they had anxieties. But only 9% said they thought it was something to be ashamed of.
1 in 5 Londoners feel anxious a lot of the time while more than 40% feel anxious at least once a week.
Personal relationships cause anxiety for 27% of those in the capital, money worries are the main concern for 43% and welfare of loved ones causes anxiety for around a third.
The revelations come from a survey by the Mental Health Foundation for Mental Health Awareness week.
Plans to base mental health teams in police stations and courts in north east London will help cut reoffending and reduce health inequalities, a doctor for NHS England said.
Dr Alison Frater, Head of Public Health and Health in the Justice System at NHS England in London, said:
Ten boroughs across north east London are the focus of a new mental health initiative by the Metropolitan Police.
- Barking and Dagenham
- Tower Hamlets
Mental health teams will be placed in police stations and courts across north east London under a new pilot scheme designed to cut reoffending.
Police said the initiative will reach more than 2.5 million people at seven courts and 13 custody suites and would ensure vulnerable adults and young people can be assessed at an early stage.
Evidence shows that a third of young people who have committed offences have mental health needs, and a fifth have a learning disability.
Officers said they hoped the scheme would enable people to get the help they need as well as reducing the burden on police and the courts.
Mental health nurses will be posted at police stations across London from next month.
It is part of a pilot scheme to help forces assess vulnerable people and if necessary refer them for appropriate treatment.
If successful, the programme is expected to be rolled out across the country by 2017.
Policing Minister Damian Green said: "When someone is suffering a mental health crisis, the police are often the first to arrive on the scene.
"While the police cannot and should not provide the necessary medical support and treatment, they need to be able to recognise mental health issues and deal with them appropriately.
"The police also need their health partners to be ready to step in and provide medical support for people in crisis."
A man who had gone missing from a secure mental health unit has been found by police, Scotland Yard has said.
Marvin Walters, 28, has been returned to hospital.
He was reported missing from the unit in Lewisham, south east London, yesterday and police warned he was considered a risk to the public.
London doctors were given permission to perform an urgent Caesarean section on a mentally-ill woman last night.
A High Court judge ordered the surgery after concluding that the woman lacked the mental capacity to make the decision at a hearing in the Court of Protection yesterday.
Mr Justice Hayden gave specialists working for the Royal Free London NHS Trust the go-ahead late last night. Lawyers representing the trust today said the baby had been delivered without any problem in the early hours and the woman had hugged a surgeon after recovering consciousness.
The judge described the decision as "draconian", but said he had heard evidence that the woman's life might have been in danger and had concluded the woman, who is 32 and was 32 weeks pregnant, lacked the mental capacity to make the decision herself.
A High Court Judge heard a pregnant woman was thought to be suffering from paranoid schizophrenia and had attempted suicide.
As he ruled that doctors should be given permission to perform a urgent The judge said neither the woman nor the hospital could be identified but he said the health authority could and should be named.
He said the scrutiny of doctors' conduct could only "serve to reassure public confidence".
The Court of Protection is part of the High Court and analyses issues relating to sick and vulnerable people.