In what bible does it say that worry is a sin?

No, not at all. All of us worry. It is not a sin.

Just keep in mind the prayer we say to Jesus at the Eucharist - "free us from all anxiety, as we await the coming of the kingdom"

Roman Catholic AnswerIt depends on what you are worrying about, and how much your are letting such worry take over your life. It very well may be a sin, and it might even be a mortal sin depending on these factors. If you are at all worried about worry, you need to mention it in confession and explain to the priest what you are worrying about, and how much time you are spending, and to what extent it is affecting your life.