Background: The COVID-19 pandemic has introduced new and urgent mental health challenges for children. This public health crisis has also caused novel challenges in the delivery of services to children in need. Methods: We conducted a rapid research review detailing safe, effective and efficient ways of delivering mental health services to children experiencing anxiety, the most common mental health concern faced by young people. Results: We outline the delivery cognitive-behavioural therapy, the most effective prevention intervention and treatment for childhood anxiety, using both virtual and self-directed formats. We also identify an effective pharmaceutical, fluoxetine, for children who require medication. Conclusions: COVID-19 has caused significant disruption in the lives of children, including increased anxiety for many. Our findings detail a path forward for helping children with anxiety during COVID-19 and beyond.