Introduction: One of the rising mental health issues among university students during the COVID-19 pandemic is anxiety. As future healthcare front-liners, nursing students are expected to perform good self-care to deliver quality care to patients. The purpose of the present study is to examine the factors associated with anxiety and its’ self-care measures among nursing students. Methods: The study recruited over 200 students in the East Coast region of Malaysia and the online survey was conducted during the COVID-19 pandemic between December 2020 and January 2021. The questions were in 3 parts: Socio-demographic, Self-care assessment worksheet (SCAW), and Burns Anxiety Inventory. Descriptive statistics, correlational analysis, and multiple linear regression were used to answer the research aim. Results: The range of anxiety levels among the nursing students was from no anxiety (7.5%) to severe anxiety or panic (28.9%, 17.9%). Multiple linear regression analysis revealed two predictors associated with higher level of anxiety were the first-year nursing students (bb =10.90, CI=4.49, 17.30), and respondents who stated having fairly satisfied with the nursing program (bb =13.50, CI=5.10, 21.90). Among the self-care components, result revealed that higher levels of physical care throughout the semester predicted lower anxiety (bb =-0.85, CI=-1.328, -0.372, p<0.05). Conclusion: The study’s overall finding is that nursing students’ participation in self-care, particularly physical care, may help to lessen anxiety. Our findings are significant because self-care can complement psychiatric interventions for people with high levels of anxiety and is a significant contributor to mental well-being.