Cognitive factors, such as beliefs that anxiety is harmful, may lead parents to engage excessively in over-controlling parenting practices, such as “rescuing” children from distress. The present study examined whether parental rescue behavior, or the speed at which parents intervened to rescue an increasingly distressed child during an audio paradigm, was associated with beliefs about child anxiety. We also evaluated the impact of psychoeducation on rescue behavior during the audio paradigm. A nonclinical sample of 310 parents was recruited from an online crowdsourcing platform. Findings support the hypothesis that parents’ stronger beliefs that anxiety is harmful relate to parents’ faster speed of rescue. Additionally, participants who received psychoeducation delayed their rescue responses more than did participants who received benign information. Findings add to the growing body of evidence that cognitive factors contribute to countertherapeutic parent behavior and indicate that psychoeducation can be an important component of family-based child anxiety treatment.