In this paper, we present a research whose aim was to investigate the relationship between creativity and anxiety during the period of early adolescence. Furthermore, we were interested in discovering potential differences among Roma and Serbian adolescents at the level of creativity, situational and general anxiety. The sample consisted of 60 adolescents aged 12 and 13 years. Members of the Roma nationality accounted for one half, whereas members of the Serbian nationality accounted for the other half. Out of 60 research participants, 26 are male and 34 are female. The State-Trait Anxiety Inventory (STAI) and The Alternative User Test for determining creativity were applied in order to collect data. For the data processing we applied Pearson correlation coefficient, t-test for paired and independent samples and two-way ANOVA. The results have shown that the participants' level of general and situational anxiety is below the theoretical average. Also, it indicated that there are differences between the students of Roma nationality and Serbian nationality when it comes to the level of situational anxiety ( t = 2.73, p = 0.008) and creativity (t = -3.72, p = 0.001). Serbian female adolescents manifested higher levels of creativity in comparison with their Roma female peers (t = -3.91, p = 0.00), but also in comparison with Serbian males (t = -2.07, p = 0.047). It indicated that there is a difference in situational anxiety at the level of subsample of male participants between Roma and Serbian adolescents (t = 2.81, p = 0.01). Research results are partially consistent with theoretical and empirical assumptions about development of creativity and anxiety during the period of early adolescence.