The current study investigates the mediating role of student-student relationships (SSRs) and teacher-student relationships (TSRs) in the association between neuroticism and test anxiety. Gender differences in these associations were examined. A total of 513 adolescent girls and boys from secondary schools in Berlin, Germany completed questionnaires on test anxiety, personality and quality of SSRs and TSRs. As expected, the results of group comparison analysis indicated that girls showed higher mean levels of test anxiety and neuroticism as compared to boys. Furthermore, negative correlations were observed between test anxiety and TSR for girls only. Structural equation modelling revealed a positive relationship between neuroticism and test anxiety, which was mediated by the SSRs, but not by the TSR. The results highlight the importance of a high quality SSR for both girls and boys, especially as this relationship was found to mediate the association between neuroticism and test anxiety in schools and therefore might contribute to lower anxiety in learning environments. Practical implications of these findings are outlined.