The aim of the current study was to examine the symptom specificity of anxiety sensitivity as well as understand the role that neuroticism played in shaping anxiety sensitivity and subsequent symptomology in a sample of Chinese university students (n = 206). We utilized a 6 months multi-wave, longitudinal design, and results of idiographic, multilevel modeling indicated that higher levels of anxiety sensitivity predicted higher levels of anxious, but not depressive, symptoms. Further, results suggested that higher levels of anxiety sensitivity mediated the relationship between higher levels of neuroticism and anxious, but not depressive, symptoms. In contrast to past research, the present findings suggested that anxiety sensitivity differentially predicted anxious as opposed to depressive symptomology indicating model specificity.