Previous research has repeatedly shown that anxiety can impair academic as well as sports-related performance. Most research in this field has been conducted under artificial laboratory conditions, which is why the aim of the present study was to test the assumption that higher levels of anxiety would impair subsequent sports performance in a real testing situation. The sample of this study consisted of n = 48 university students who had to pass a practical volleyball test in order to receive course credit. We tested the assumption that state anxiety would significantly increase and performance in a volleyball service task would significantly decrease from a neutral situation to the actual practical testing situation at the end of the term. We observed that, while the students' state anxiety significantly increased from the neutral to the testing situation, there was no significant drop in performance. We only found a significant negative relationship between state anxiety and volleyball test performance for female participants, even though state anxiety increased significantly in both females and males. Practical implications on how to reduce anxiety and improve performance are discussed.