Specific phobias are caused by the way you think about a feared object or situation. It is not the object or situation that causes anxiety...rather, it is the way you think about the object or situation that leads to anxiety. In addition, your anxiety leads you to minimize the anxiety by avoiding the feared object or situation. Although over the short term this leads to a reduction of anxiety, over the long term the avoidance leads to the maintenance of the anxiety, as you never get to find out that exposure to your feared object or situation is not that bad, and over time with repeated exposures your anxiety goes away naturally.
For more information on what causes specific phobia, please watch the following video: