Nowadays we have a great number of behavioral procedures to treat the different psychological disorders. In clinical psychology, the selection of the appropriate treatment for an individual is an important task that the clinicians should approach with each of their patients, so that every individual has a personalized treatment. The present article has as the main objective to highlight the importance of the functional analysis of problem behaviors presented by a patient as a strategy for the adoption of effective treatments in opposition to the widespread application of standardized treatment programs. The importance of the search for antecedents and consequents of a certain behavior problem for the election of the appropriate treatment is illustrated. The therapeutic process of the case of an individual complying with the DSM-IV criteria for generalized anxiety is described, having as the main focus the functional analysis of the problem behavior and the effectiveness of the derived treatment.