Anxiety disorders are common and impairing, however, approximately 40% of affected individuals do not respond in the short or long term to gold-standard, exposure-based treatments. The current preliminary study examined whether goal-directed attention during extinction (the experimental analogue of exposure therapy) enhances extinction learning and retention. Thirty-six participants completed a differential Pavlovian conditioning and extinction task. Goal-directed attention (GDA) participants (N = 18) received instructions to narrow attention on the most threat salient feature of the CS + for the first half of extinction trials and then broaden attention over the CS + and surrounding context during the last half of extinction trials. Controls (CON) (N = 18) received instructions to continue to focus on the screen. Trial-by-trial US expectancies and CS evaluations, skin conductance responses (SCRs), and between-phase anxiety, CS valence and arousal ratings were assessed. No significant group differences were found during the attention narrowing phase. During the attention broadening phase, GDA, but not CON participants, exhibited increasingly larger SCRs to the CS + and elimination of differential US expectancies that was due, in part, to increasing US expectancies to the CS-. However, GDA participants exhibited reduced physiological arousal when subsequently re-exposed to the CSs at retest compared to CON participants. There were no significant differences on between-phase CS evaluations and subjective anxiety ratings. This initial study of attention strategies during extinction suggest that attention narrowing followed by broadening may enhance threat reactivity and generalisation during extinction but reduce physiological arousal at retest.