Generalised Anxiety Disorder (GAD) is common, causes unpleasant symptoms and impairs people's functioning. It is often chronic and may be accompanied by depression and other anxiety disorders. It is not currently clear whether medication or psychological therapy provides better long term outcomes for those not responding to simpler low intensity treatments so we propose to compare the clinical effectiveness of a pharmacological treatment (the drug Sertraline) with a Cognitive Behavioural Therapy (CBT) intervention.