Panic disorder is a disease which belongs to anxiety disorders. Although there are several models of therapy for this disease, the most effective model is cognitive behavioral therapy. According to Irvin Yalom who is a existential psychologist, All of anxiety comes from death anxiety. For him, the most important anxiety is the death anxiety. Rollo May who is also existential psychologist emphasizes death anxiety. He also insists that we need theological approach as well as psychological one to anxiety. The result of qualitative studies show that most of participants were really worried about death. And The conception of anxiety by Yalom and May is really similar to researches of Paul Tilich who is one of the most famous theologian in 20th century. Also the Christian counseling interprets the death anxiety as an issue of faith. This paper finished with referring to need and possibility of Christian possibility on panic disorder.