In a sample of detained male adolescents (n = 107; Mean age = 15.50; SD = 1.30), we tested whether anxiety moderated the association of CU traits with self-report and computerized measures of affective (emotional reactivity) and cognitive (affective facial recognition and Theory of Mind [ToM]) empathy. Hierarchical regression analyses revealed that CU traits were negatively associated with self-reports of affective empathy and this association was not moderated by level of anxiety. Significant interactions revealed that CU traits were negatively associated with cognitive empathy (self-report) only at high levels of anxiety, whereas CU traits were positively associated with cognitive empathy on the ToM task only at low levels of anxiety. CU traits were also associated with greater fear recognition accuracy at low levels of anxiety. Implications for understanding and treating different variants of CU traits (i.e., primary and secondary) are discussed.