This study used decision modelling to compare the cost-effectiveness of venlafaxine XL (Efexor XL) to that of diazepam to treat non-depressed patients suffering from generalised anxiety disorder (GAD), from the perspective of the United Kingdoms National Health Service (NHS). Starting treatment with venlafaxine XL instead of diazepam significantly increased the expected probability of being in remission by 83% at 6 months (from 16.8% to 30.7%), and the expected probability of relapsing at 6 months was decreased by 79% (from 16.9% to 3.5%). The expected 6-month NHS cost of using venlafaxine XL to treat GAD was estimated to be £353 compared to £311 with diazepam. Hence starting GAD treatment with venlafaxine XL (75 mg per day) instead of diazepam (5 mg three times per day) is clinically more effective and the cost-effective strategy for managing non-depressed patients suffering from GAD in the UK.