Foreign language anxiety (FLA) has been found to exist in tertiary students learning foreign languages in many countries; however, limited research has explored how it develops. This study investigated how anxiety developed in students of English as a foreign language (EFL), focusing on changes in their feelings about EFL learning as they learned, using an autobiographical approach. Participants were 49 undergraduates identified as anxious based on their scores on the Foreign Language Classroom Anxiety Scale, and drawn from a sample of 419 non-English major students from five schools in a university in Vietnam. Data were analysed with NVivo using a content analysis approach. The findings indicate that EFL students learned to be anxious, and that four issues affecting FLA included pedagogy, assessment, student-teacher relationships and curriculum structure. The study indicates a need to convince students of the importance of EFL learning across all levels of education so that they become persistent and develop a strong sense of need to study English.