This study investigated the relationship between dimensions of perfectionism and anxiety sensitivity. The study group is composed by 398 (211 female; 187 male) students who were studying at the pedagogical formation certificate program at Mugla Sitki Kocman University. The data were collected by using the Frost Multidimensional Perfectionism Scale and Anxiety Sensitivity Index-R. Pearson product-moment correlation analysis was employed to study the relationships between anxiety sensitivity and dimensions of perfectionism; structural equation modeling was also used for explaining the predictive role of dimensions of perfectionism on anxiety sensitivity. Concern over mistakes, personal standards, parental expectations, parental criticism, doubts about actions, and organization dimensions of perfectionism were found to be significantly correlated to anxiety sensitivity. A significant impact of six dimensions of perfectionism on anxiety sensitivity was detected. The theoretical implications of the link between perfectionism and anxiety sensitivity were discussed.