Foreign language anxiety is common among adult learners, especially those who lack exposure to the language that they are learning. In this study, we compared the foreign language anxiety experienced by monolingual and bilingual tertiary students in the Lao People's Democratic Republic (Lao PDR) who were learning English as a Foreign Language. The monolingual students were learning English as their L2, while the bilingual students were learning it as their L3. In general, both groups of EFL learners reported moderate to high levels of foreign language anxiety in relation to EFL learning. In comparison to the monolingual students, the bilingual students were reportedly feeling more comfortable to be with the native speakers of English and had increased self-confidence in using English. This finding was noteworthy since the bilingual students actually received less encouragement from their English teachers in the learning process and they also used less English in their everyday communication. Together, the findings highlighted positive multilingual effects in linguistic self-confidence, which could be useful in reducing foreign language anxiety among multilingual individuals.