Background: The differential susceptibly hypothesis suggests that certain genetic variants moderate the effects of both negative and positive environments on mental health and may therefore be important predictors of response to psychological treatments. Nevertheless, the identification of such variants has so far been limited to preselected candidate genes. In this study we extended the differential susceptibility hypothesis from a candidate gene to a genome-wide approach to test whether a polygenic score of environmental sensitivity predicted response to cognitive behavioural therapy (CBT) in children with anxiety disorders. Methods: We identified variants associated with environmental sensitivity using a novel method in which within-pair variability in emotional problems in 1,026 monozygotic twin pairs was examined as a function of the pairs’ genotype. We created a polygenic score of environmental sensitivity based on the whole-genome findings and tested the score as a moderator of parenting on emotional problems in 1,406 children and response to individual, group and brief parent-led CBT in 973 children with anxiety disorders. Results: The polygenic score significantly moderated the effects of parenting on emotional problems and the effects of treatment. Individuals with a high score responded significantly better to individual CBT than group CBT or brief parent-led CBT (remission rates: 70.9, 55.5 and 41.6%, respectively). Conclusions: Pending successful replication, our results should be considered exploratory. Nevertheless, if replicated, they suggest that individuals with the greatest environmental sensitivity may be more likely to develop emotional problems in adverse environments but also benefit more from the most intensive types of treatment.