The purpose of this study was to investigate the relationship between foreign language classroom anxiety (communication apprehension, test anxiety and fear of negative evaluation) among Mainland Chinese students undergoing the Laureate English Programme in INTI International University, Malaysia. The participants of this study consisted of 75 students (44 male students and 31 female students). The results showed female students have a higher value in all three components compared to male students. As for fear of negative evaluation, both male and female students showed a slight or almost no difference in the level of anxiety. The findings of this study might help teachers who are engaged in the programme to have a better grasp of how they could help the students lessen the level of foreign language classroom anxiety.