Generalized anxiety disorder (GAD) is a prevalent anxiety disorder that is characterized by persistent excessive worrying that is often difficult to control. The pathology of GAD has been associated with abnormal neural activity and functional connectivity. This systematic review has examined the central neural correlates of GAD which are the prefrontal cortex (PFC), the anterior cingulate cortex (ACC) and the amygdala and how activation and functional connectivity in these brain areas differ between patients with GAD and healthy controls. This review also investigated how abnormal functional connectivity and activation in these brain regions relates to worry which is the most prominent psychological symptom in patients with GAD. A systematic review was conducted and seven original functional magnetic resonance imaging (fMRI) studies were included after a literature search on PubMed, Scopus and, Web of Science. The main findings from this review revealed decreased activation in the PFC and ACC and enhanced activation in the amygdala during the viewing of negative stimuli in patients with GAD. Identifying the neural correlates of GAD and how it relates to worry may provide improved treatment in the future such as developing more effective psychotropic drugs or improved psychotherapy. GAD has been associated with lower well-being and life satisfaction and may even be a risk factor for suicidal thoughts. One of the limitations from this review is that several of the included studies recruited patients with comorbidities and for that reason results from these studies cannot be generalized and applied to individuals with GAD.