This article presents a comprehensive conceptualization of the structure of worry and the relation of worry to mental health and well-being. It is assumed that worries have two facets, namely, the object of a worry (e.g., self, close others, society, the world) and the domain of a worry (the field of life with which it is concerned). The object of a worry is presumed to be more important than its domain in determining the impact of worries on mental health. Only worries concerned with self and close others (micro worries) are expected to be related to poor mental health, whereas worries about society or the entire world (macro worries) are expected to be positively related to mental health. An instrument is introduced to study worries in accordance with the proposed structure. Its validity is tested by two confirmatory techniques (similarity structure analysis and confirmatory factor analysis) in samples from Israel, West Germany, and (the former) East Germany. Worry scores are also related to five mental health indicators. Results show that across samples micro and macro worries can validly be distinguished. Micro worries are strongly related to poor mental health, whereas macro worries are unrelated to mental health or relate marginally to positive well-being.