The purpose of this study was to investigate the cross-lagged relationships between academic procrastination and test anxiety. A sample of Chinese adolescents from a high school in Changsha City, HuNan Province, China participated in this study. The participants completed the Aitken Procrastination Inventory and the Test Anxiety Scale at two times during a semester. Pearson correlation analysis showed academic procrastination and test anxiety to be positively correlated. Cross-lagged panel analyses demonstrated that academic procrastination at Time 1 predicted test anxiety at Time 2, while test anxiety at Time 1 did not predict academic procrastination at Time 2. Within the limits of the design, we found that academic procrastination may lead to an increase in test anxiety, but test anxiety did not predict the future level of academic procrastination. It is recognised that the relationship between anxiety and procrastination is complicated. It is suggested that a focus on interventions for academic procrastination may help to reduce students’ test anxiety, but not necessarily vice versa.