Digital self-guided mobile health [mHealth] applications are cost-effective, accessible, and well-suited to improve mental health at scale. This randomized controlled trial [RCT] evaluated the efficacy of a recently developed mHealth programme based on cognitive-behavioral therapy [CBT] principles in improving worry and anxiety. We also examined psychological mindedness [PM] as a mediator by which app engagement is thought to improve outcomes. The Intervention group completed a 2-week “Anxiety and Worry” programme with daily CBT-informed activities, while the active waitlist-control completed a matched 2-week mHealth programme on procrastination. Participants filled out the Generalized Anxiety Disorder [GAD-7], Patient Health Questionnaire [PHQ-9], and Psychological Mindedness Scale [PMS] at baseline, post-intervention, and 2-week follow-up. App engagement was measured at post-intervention only. Contrary to prediction, the Intervention group did not perform better than the Active Control group; both groups showed significant improvements on anxiety and depressive symptoms from baseline to follow-up. From post-intervention to follow-up, only the Intervention group showed further improvements for anxiety symptoms. Higher engagement with the mHealth app predicted lower anxiety and depressive symptoms at follow-up, and this relationship was fully mediated by psychological mindedness. This study provides evidence that [a] engaging in a CBT mHealth programme can reduce anxiety and worry, and [b] Psychological mindedness is a potential pathway by which engaging with a mHealth app improves anxiety and depressive symptoms. While overall effect sizes were small, at the population level, these can make significant contributions to public mental health.