This multiwave longitudinal study examined the cognitive vulnerability-stress component of hopelessness theory to differentially predict symptom dimensions of anxiety using a "weakest link" approach in a sample of adolescents from Hunan Province, China. Baseline and 6-month follow-up data were obtained from 553 middle school students. During an initial assessment, participants completed measures of assessing their weakest links, anxious symptoms, and the occurrence of stress. Participants subsequently completed measures assessing stress, and anxious symptoms one a month for six months. Higher weakest link scores were associated with greater increases in the harm avoidance and separation anxiety/panic dimensions, but not the physical or social anxiety dimension, of anxious symptoms following stress in Chinese adolescents. These results support the applicability of the "weakest link" approach, derived from hopelessness theory, in Chinese adolescents. Weakest link scores as cognitive vulnerability factors may play a role in the development of anxious symptoms, especially in the cognitive dimensions (e.g., harm avoidance and separation anxiety/panic). Our findings also have potential value in explaining the effectiveness of cognitive relevant therapy in treating the cognitive dimensions of anxious symptoms.