In his representative work, Herzog, the Jewish American writer Saul Bellow presents the protagonist Herzog's struggle and salvation in the trap of anxiety. Based on the perspective of cognition, the paper makes a systematic and in-depth interpretation of Herzog's anxiety symptoms, the causes and alleviating methods of cognitive dissonance and anxiety, and then points out a man can reduce psychological and mental stress, and reach the state of peace and integrity of self by cognition coordination to change, modify or even reconstruct self-cognition. At the same time, it is pointed out that Bellow manages to look for a compromise with reality to gain a foothold of spiritual transcendence, but this idealized strategy also puts his spiritual transcendence in a state for reconsideration.