This study is aimed at examining the moderating effect of gender on the relationship between personality traits and state anxiety. The participants were 375 Iranian high school students (193 males and 182 females). The instruments used were the NEO-FFI-3 Inventory and State Anxiety Inventory. Results of the structural model showed that from the five personality dimensions, extraversion and conscientiousness negatively related to state anxiety whereas neuroticism affected it positively. Results of multigroup analysis also revealed that gender moderated the paths between extraversion and state anxiety in female students and conscientiousness and state anxiety in male students. Overall, findings suggested that both personality traits and gender differences can be determinant factors in state anxiety.