The purpose of this study was to investigate the relationship between personality traits and anxiety among Malay students. As culture and personality are related, the effect of culture in relation to anxiety and personality traits was also considered. Eysenck Personality Questionnaire (1983) was used to assess personality traits and State-Trait Anxiety Inventory (form Y) (1983) was used to assess anxiety trait and state. A total of 263 undergraduate students (120 women and 143 men) at University Putra Malaysia were administered Malay version of the State-Trait Anxiety Inventory and the Eysenck Personality Questionnaire. Two separate multiple regression analyses were used to explore the relationship between personality traits and test anxiety. The study results suggested that personality traits neuroticism and, to a lesser extent, extraversion were instrumental in explaining the variance in test anxiety. The most consistent finding was the relationship between neuroticism and test anxiety, suggesting that students with higher levels of this personality trait are more vulnerable to anxiety.