Ideas of reference are common in human beings, but they are frequent in certain psychopathological disorders, mainly those concerning the psychotic spectrum. The purpose of this study was to attempt to construct a model predicting the appearance of ideas of reference and to test the relationship of personality (based on the Gray model), emotional, and self-consciousness variables. Five-hundred and seventy-four participants (287 patients with several different psychopathological diagnoses) filled in the Referential Thinking Scale (REF), the GHQ-28, the Self-Consciousness Scale (SCS-R), and the SPSRQ Scale. The resulting model found full mediation of sensitivity to punishment, sensitivity to reward, depression, and public self-consciousness between anxiety and ideas of reference, regardless of the group they were in (patients vs. nonpatients). This result, based on the appearance of anxiety symptomatology, explains 43% of the variance in scores, showing the presence of ideas of reference and therefore enables prediction of a set of vulnerabilities (established with self-reports) which could lead to a psychological state of high general pathological risk and proneness to psychosis in particular.