Primary Sjögren’s syndrome (pSS) is frequently complicated by anxiety disorder, which severely impairs patients’ quality of life, yet the underlying pathogenesis remains elusive. This study aimed to characterize the serum molecular signatures of pSS patients with comorbid anxiety through an integrated analysis of untargeted metabolomics and DIA-based quantitative proteomics. Serum samples from 26 pSS patients with anxiety disorder and 30 healthy control subjects were analyzed. This iProX project only contains the DIA quantitative serum proteomics dataset of this study. The corresponding untargeted metabolomics raw data have been deposited in MetaboLights. One subproject is included in this project, corresponding to all serum proteomic raw files and processed results acquired by data-independent acquisition (DIA) LC-MS/MS.