Introduction: Previous research has identified Internet anxiety and Internet identification as two important factors that predict usage and experience on the Internet. However, little is known about the relationship between them. This research aimed to untangle the relationship between Internet anxiety and Internet identification, and to investigate the role of Internet self-efficacy in the relationship between Internet anxiety and Internet identification in students. Methods: The survey method was used with a sample of 212 grade twelve students in an industrial vocational high school in Taipei, Taiwan. Analysis: Confirmation factor analysis was used to assess the quality of the measurement model. Multiple regression with moderation and mediation was used to test the hypotheses. Results: The results indicated that although Internet anxiety is not directly associated with Internet identification, it has a negative indirect effect on Internet identification of students mediated through Internet self-efficacy. Furthermore, Internet self-efficacy moderates the relationship between Internet anxiety and Internet identification. Internet anxiety is positively related to Internet identification for those with low Internet self-efficacy. Conclusion: Educators and parents should proactively identify students that are low in Internet self-efficacy and encourage them to gain more knowledge and training about Internet usage to boost their Internet self-efficacy.