Test anxiety has detrimental effects on the academic performance of many university students. Moreover, female students usually report higher levels of test anxiety than do their male peers. The present study examined gender differences in test, trait, and math anxiety among university students, as well as differences in their academic achievement. Participants were 168 students from the University of Barcelona, all of whom completed measures of test anxiety, math anxiety, and trait anxiety. They were also asked about their expected level of anxiety when faced with four specific test situations: multiple-choice, open-question, oral presentation, and an exam involving calculations. At the end of the course in which they were enrolled, students were assessed through a multiple-choice and an open-question exam. Compared with their male counterparts, female students reported higher levels of test, math, and trait anxiety, as well as greater expected anxiety in three of the four test situations considered. However, females did not show lower academic achievement than male students in either the open-question or the multiple-choice exams. These results are discussed in terms of gender differences in socialization patterns and coping styles.