We investigated whether worked examples could be used to reduce cognitive load on mathematics learners who may have reduced available cognitive resources due to experiencing anxiety or excess stress. Across 2 days, 280 fifth-grade students learned from a difficult lesson on ratio, half of whom reviewed worked examples at key problem-solving opportunities during instruction. We also measured two sources of students' worry during learning: math anxiety and worries about learning during the pandemic. We explored the attentional and affective effects of worked examples and worries in addition to their effects on learning. Results suggest that math anxiety, but not pandemic learning worries, negatively predicted procedural and conceptual learning from the lesson. In line with previous research and cognitive load theory, math anxiety also predicted greater mind wandering during testing and lower situational interest during learning. Critically, reviewing worked examples during learning mitigated these effects on learning and engagement. Pandemic-related learning worries were unrelated to learning outcomes but did predict affective and motivational outcomes. Educational implications are discussed. [This is the online first version of an article published in "Journal of Educational Psychology" (ISSN 0022-0663).]