While the exteroceptive and interoceptive prediction of a negative event increases a person's anxiety in daily life situations, the relationship between the brain mechanism of anxiety and anxiety-related autonomic response have not been fully understood. In this fMRI study, we examined the neural basis of anxiety and anxiety-related autonomic responses in a daily driving situation. Participants viewed a driving video clip in the first-person perspective. In the middle of the video clip, participants were presented with a cue to indicate whether a subsequent crash could occur (attention condition) or not (safe condition). Compared with the safe condition, there were more activities in the anterior insula, bed nucleus of the stria terminalis, thalamus, and periaqueductal gray, and higher sympathetic nerve responses, such as pupil dilation and peripheral arterial stiffness in the attention condition. We also observed autonomic response-related functional connectivity in the visual cortex, cerebellum, brainstem, and MCC/PCC with the right anterior insula and its adjacent regions as seed regions. Thus, the right anterior insula and adjacent regions, collaborating with the other related regions, could play a fundamental role in eliciting anxiety based on the prediction of negative events by mediating anxiety-related autonomic responses according to interoceptive information.