Objective: To examine relationships of general perceived self-efficacy with trait anxiety, state anxiety, and test anxiety. Methods: A sample of 401 college students were administrated the General Self-Efficacy Scale and two other inventories assessing trait anxiety, state anxiety and testing anxiety. Results: The scores of Chinese male and female college students in the General Self-Efficacy Scale were closely comparable to scores of other Asian samples. General self-efficacy negatively correlated with trait anxiety (r=-0.301), state anxiety (r=-0.422) and test anxiety (r=-0.253). Conclusion: As predicted, there was a negative relationship between general self-efficacy and various measures of anxiety.