A case study design was used to examine the experiences of female college students learning English as a Foreign Language in Saudi Arabia, where English is becoming an increasingly necessary skill and the culture is undergoing immense changes. Ten participants who reported experiencing moderate to high anxiety, five from the beginning level (Level 1) and five from a more advanced level (Level 3) of the college English programme, were examined. A multimethod approach--including questionnaires, classroom observation with field notes, and individual and group interviews--was used to gather information regarding the students' perspectives and behaviour. Particular attention was paid to the students' own perspectives on their experiences of anxiety. Each participant's experiences were examined individually, then compared and analysed in the context of existing research literature. Although some factors, such as teacher-student interactions and teacher behaviour, appeared nearly universally anxiety-provoking among all participants, others factors varied between participants in the beginning versus more advanced stages of study. Practical implications for teachers are discussed.