"Before my marriage I really identified with being a sexy young single girl running around New York," says psychotherapist Allison Moir-Smith. "I was terrified when my husband proposed, but it had nothing to do with him—I'd found the right man. My struggle was, 'How can I be me and also be a wife?' It was a slow process."

In fact, Moir-Smith and her husband found that they were both uneasy for much of their engagement, even though, as therapists, they thought they'd be able to handle it. And she discovered that they were not alone. Cold feet are a near-ubiquitous but downplayed part of engagement. It's the dirty secret that brides and grooms hate to talk about. But soon after her wedding, Moir-Smith focused her practice solely on brides-to-be and wrote the book Emotionally Engaged: A Bride's Guide to Surviving the "Happiest" Time of Her Life—clients came out of nowhere.

What should be a time of bliss can also feel like a time of loss, and that's healthy. Only by grieving the end of single life can you fully embrace your new married life. "It's a long slow trudge through some pretty dark places," Moir-Smith says. Not everyone gets cold feet, but an identity shift will happen. If you don't allow it to happen before the wedding, it will catch up with you later. Here are a few ways to help you deal with your anxieties:

• Your Fantasy Engagement: Describe what you always wanted engagement to feel like. Recognizing your expectations can help you to acknowledge and defuse your frustrations and disappointments.
• The End of Singlehood: Honor the end of single life with a private ritual. Gather objects that symbolize the life you're leaving—photos, CDs, the keys to a condo you bought as a single—and reflect on what each one means to you. Or write down a list of everything you'll be leaving, and burn it ceremonially.
• Draw a Family Map: Map out all the connections between you and your family on a sheet of paper. Then add your fiance. Meditate on how that will change the role you play with each of your family members.

What if your future spouse isn't the right match? Or what if you're just not ready for marriage? Rachel Safier, author of There Goes the Bride, called off her wedding two weeks before the big day. Since then, she's talked to a lot of runaway brides and says that none regrets canceling her wedding. Their only regret is not stepping up sooner. "People know what they need, but finding the truth is not as hard as accepting it."

• Look Downrange: Ask yourself if you're anxious about the big day—the money, the relatives, the planning—or about the rest of your life. Find the real source of your anxiety.
• Open Up: "Talk to people in happy marriages," Safier says. "Ask them if it's normal to feel this way. But most important: talk to your partner. Once the ring is on the finger people feel the conversation is closed but it's not."
• Pen to Paper: "Write down all your crazy thoughts," Moir-Smith says, "and look at them later with a cool head." Sometimes thoughts you're not aware of come to the surface. For example, if you can envision having an affair in a few years, you've got a problem.
• Under the Weather: "Before my wedding, I had migraines and I caught every cold under the sun," Safier says. When disaster is imminent, "people feel physical pain, like something is rattling the cage from the inside telling them something is wrong." So listen to your body.

Don't be scared to head for the hills if it feels like the right thing to do. Embarrassment and wasted expenses—common excuses for ignoring frosty tootsies—are a small price to pay when avoiding a breakup down the road. But if you know you're on the right path, work through your anxieties and you can enjoy your day in the sun.