The present study investigates the effects of the situated learning and effortful control on mathematics anxiety of school students. Participants were 99 seventh graders who studied in two schools. Students in one of these were given instruction through the situated learning model, and the students of other school were treated as a control group. Existing instruments, namely, Mathematics Anxiety Scale by Sharma and Sansanwal (2011) and Effortful Control Scale by Lonigan and Phillips (2001) were used to measure mathematics anxiety and effortful control. Data were analyzed by using 2 × 2 factorial design analysis of covariance. Results indicated that after the experiment students who were exposed to the situated learning model had significantly less mathematics anxiety than their counterparts who were in the control group with effect size 0.35. The implications of the study are discussed.