Albee’s plays are known for highlighting the daily suffering of American individuals and the material pressures exerted upon them by the “American dream” project, which pushes them into choosing between fulfilling their material requirements in exchange for the supreme human values and social relations that bind their community and refusing to face their reality in favor of retreating to a world of illusion. Albee’s plays have also touched upon the themes of suicide, departure, anxiety, insanity, fear of death, and fear of the unknown. Many critics and analysts have linked the premises in his plays with psychoanalytical theories that analyze the behavior and the relationship of individuals to their communities. This paper will attempt to focus on certain psychological theories that can explain the state of anxiety and sense of loss experienced by the theatrical characters created by Albee in three of his prominent plays.