Background: Fear appeals are persuasive messages that draw attention to the negative consequences (e.g., academic failure) that follow a particular course of action (e.g., not engaging in lessons) and how negative consequences can be avoided with an alternate course of action. Previous studies have shown that when fear appeals are appraised as threatening, they are related to lower examination performance. Aim: In this study, we examined how challenge, as well as threat, appraisals are indirectly related to performance on a mathematics examination through behavioural engagement. Sample: A total of 579 students from two secondary schools. Method: Data were collected over four waves at approximately 3-month intervals. Behavioural engagement data were collected at T1 and T3, fear appeal frequency and appraisal at T3, and examination performance at T2 and T4. Results: A challenge appraisal of fear appeals predicted better examination performance through higher behavioural engagement whereas a threat appraisal of fear appeals predicted worse examination performance through lower behavioural engagement. Conclusion: The relationship between fear appeals and examination performance depended on their appraisal.