Background: Previous work suggests that the expectation of failure is related to higher test anxiety and achievement goals grounded in a fear of failure. Aim: To test the hypothesis, based on the work of Elliot and Pekrun (2007), that the relationship between perceived competence and test anxiety is mediated by achievement goal orientations. Sample: Self-report data were collected from 275 students in post-compulsory education following courses in A Level Psychology. Results: Competence beliefs were inversely related to the worry and tension components of test anxiety, both directly and indirectly through a performance-avoidance goal orientation. A mastery-avoidance goal orientation offered an indirect route from competence beliefs to worry only. Conclusion: These findings provide partial support for Elliot and Pekrun's (2007) model. Although significant mediating effects were found for mastery-avoidance and performance-avoidance goals, they were small and there may be other mechanisms to account for the relations between competence beliefs and test anxiety.