Delusions are, in part, attempts to explain confusing anomalous experience. Depersonalization, a key subset of anomalous experience, has been little studied in relation to persecutory delusions. The aims of this study were to assess the presence of depersonalization in patients with persecutory delusions and to examine associations with levels of paranoia and worry. Fifty patients with a current persecutory delusion completed measures of depersonalization, psychotic symptoms, and worry. Depersonalization experiences were common: 30 patients (60%) each reported at least 10 different depersonalization symptoms occurring often. A greater number of depersonalization experiences were associated with higher levels of paranoia and worry. The positive association of worry and paranoia became nonsignificant when controlling for depersonalization. Overall, depersonalization may be common in patients with persecutory delusions and is associated with the severity of paranoia. The results are consistent with the view that worry may cause depersonalization experiences that contribute to the occurrence of paranoid thoughts.