This study investigated the longitudinal association between students' anxiety and procrastination and the relation of self-efficacy for self-regulation to these constructs. Latent Growth Curve Modeling was used to analyze data gathered from 182 undergraduate students (134 female, 48 male) at 4 times during a semester. Our results showed that procrastination significantly increased over the semester, while academic anxiety decreased. Students' procrastination and anxiety were positively correlated at the beginning of the semester; however, the trajectories of procrastination and anxiety were not predicted from initial levels of these variables. Moreover, at the initial measurement period, high levels of anxiety and procrastination were significantly related to low levels of self-efficacy for self-regulation, whereas the rate of change in anxiety and procrastination over time were not predicted by students' initial levels of self-efficacy for self-regulation.