Background <p>Dental anxiety is a pervasive problem worldwide, leading to avoidance of dental care, resulting in oral health problems and impacting daily life through social withdrawal and work absenteeism. Addressing this fear is an important public health concern. This study aimed to identify factors that are negatively (e.g., regular dental visits) and positively (e.g., receiving injections, social transmission of fear, anxiety) associated with dental anxiety.</p> Methods <p>We examined the relationship between dental anxiety and state anxiety, fear of pain associated with injections and other bodily harm, personal experience, and social transmission of fear using a machine learning approach. Participants (<i>N</i> = 802, 625 women, M age = 28.74, SD = 9.15) completed an online survey.</p> Results <p>Results showed that higher regularity of dental visits was negatively associated (coefficient range: − 0.055 to − 0.097) with dental anxiety. Conversely, we found positive associations between higher levels of anxiety (coefficient range: 0.130 to 0.168), subjectively more painful and distressing last dental visit (coefficient range: 0.322 to 0.343), social transmission of fear (hearing a scary story from friends [coefficient range: 0.024 to 0.128] or the media [coefficient range: 0.024 to 0.027]), and higher fear of pain associated with injections (coefficient range: 0.020 to 0.260) and dental anxiety.</p> Conclusions <p>These findings highlight the important role of fear of pain associated with injections in dental anxiety, and support that prior benign exposures are protective, while negative experiences increase the risk of developing dental anxiety. Our findings are also consistent with social transmission theories.</p>