Abstract Individuals with generalized anxiety disorder and high worriers often engage in maladaptive cognitive attentional syndrome (CAS), such as worry and threat monitoring, which can impair psychological well‐being (PWB). This study examined whether attentional control, both ability (objective) and beliefs (subjective), moderates the negative effects of CAS on state PWB in daily life. Twenty‐three high worriers completed psychological measures, performed a dichotic listening task, began a 7‐day experience sampling the next day, and completed the measures again the day after the final sampling day. Model comparison via leave‐one‐out cross‐validation indicated that moderation models better explained the data for both CAS components. For worry strategy, individuals with higher attentional control beliefs and faster reaction times experienced less negative impact. In contrast, threat monitoring negatively affected PWB across all profiles, though the magnitude varied depending on attentional control levels. These findings suggest that attentional control moderates the link between CAS and state PWB in a strategy‐specific manner. Enhancing attentional control beliefs may mitigate the negative impact of worry strategy, while interventions targeting situational attentional strategies may be necessary for threat monitoring.