Animals are affected by our ongoing feelings and states of mind, particularly those of the people with whom they are most bonded. Most dogs and cats form a strong emotional connection with the people they depend on for food, shelter, safety, and affection. That's why they so readily tune in to our emotional cues.
Except perhaps for a few brief verbal commands or names, animals rely completely on the emotional messages communicated by our posture, tone of voice, facial expressions, and, well, just plain feelings in the air, which are like an emotional climate that may be generally sunny or cloudy, mild or extreme. Shorter-term feelings are more like today's weather.
Smell is a primary sense for dogs and cats. Just as we might detect a subtle smell in the air when rain is on the way, they can easily detect stress chemicals your body emits when you are upset. It tells them something is wrong but they may not understand why. Say you are feeling anxious and you are broadcasting some level of fear. They sense there is something to be afraid of, but what?
Imagine yourself in that situation. The same thing happens to us as young children. Say your parents are anxious, whether or not it’s warranted. It's like they are saying, "Watch out, there is something bad coming!" Wouldn't you be looking for it all the time? Get a little jumpy?