Anxiety experienced in the course of learning a foreign language is specific and unique (Horwitz et al., 1986; MacIntyre & Gardner, 1989). This paper reports a study on anxiety in Chinese undergraduate non-English majors at three different proficiency levels in a three-week immersion summer camp. By way of survey, interviews, reflective journals and observations, this research seeks to investigate the relationship between anxiety and native-speaking teacher's teaching and extracurricular activities in an immersion summer camp. Specifically, it tries to explore that (1) whether a considerable number of students at each level felt anxious when speaking to native-speaking teachers and volunteers in and out of classroom in the summer camp setting, (2) whether the more proficient students tend to be less anxious in the summer camp setting, (3) whether the students felt less anxious when they learn English and western cultures not for any examination. Based on the findings, some suggestions for future teaching and research are proposed.