We investigated relationships between the learning environment and students' mathematics anxiety, as well as differences between the sexes in perceptions of learning environment and anxiety. A sample of 745 high-school students in 34 different mathematics classrooms in four high schools in Southern California was used to cross-validate the What Is Happening In this Class? (WIHIC) learning environment instrument, together with an updated Revised Mathematics Anxiety Rating scale. Mathematics anxiety was found to have two factorially-distinct dimensions (namely, learning mathematics anxiety and mathematics evaluation anxiety) which yielded different patterns of results for sex differences and anxiety-environment associations. Relative to males, females perceived a more positive classroom environment and more anxiety about mathematics evaluation, but less anxiety about mathematics learning. Some statistically significant associations were found between anxiety and learning environment scales for learning mathematics anxiety but not for mathematics evaluation anxiety.