She examines why women are twice as likely to experience anxiety as men and why it's an epidemic sweeping Generation Y – those born in the 80s and 90s.
Did you know that under-35s are more likely to suffer?
Laura talks to Eleanor Morgan, author of Anxiety for Beginners: A Personal Investigation. Marjorie Wallace, who founded the mental health charity, Sane. And journalist Bryony Gordon, who wrote a memoir called Mad Girl, on her experience of mental illness.
The documentary shows that by talking about anxiety, you can find others who are in the same position as well as support groups to help you cope with it. This is an honest and open look at mental illness, driven by Laura's personal story of living with anxiety in the public eye.
Watch the teaser trailer for Generation Anxiety here:
You can watch the full documentary, Laura Mvula: Generation Anxiety, on the BBC iPlayer.