The objectives of this work are: a) to conceptualize The Concept of Anxiety in terms of a shift in the philosophy of spirit towards the integral psychology of the spirit, which can be understood as an antecedent to the unification of the psyche brought about by psychoanalysis; b) to indicate the relevance of considering some of Kierkegaard’s proposals as the theoretical framework on the basis of which understanding the epistemological concerns raised by Freud, in the late nineteenth century, in his effort to define psychoanalysis theoretically; c) to reveal the historical neglect of Kierkegaard when it comes to presenting Freud’s links with philosophy.