Mental health problems among university and college students are a major public health concern and a socioeconomic issue. Our psychoeducation department is not exempt from this reality and has seen an important increase in mental health problems, especially anxiety issues, over the past years. To better understand anxiety in our students, we explored the role identity plays in the relationship between anxiety and well-being. The results of mediational analysis demonstrated that identity synthesis as well as ruminative exploration explain the relationship between anxiety and well-being among our students.