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This study investigated the effect of statistics anxiety and attitudes on first year psychology students’ predicted and actual statistics class test scores. A total of 52 students completed the Statistics Anxiety Rating Scale and estimated their class test scores one week before their test at the end of first year. Regression models were conducted with the six attitude and anxiety subscales as predictors and the predicted and actual test scores as criterion variables. The results showed that computation self concept and fear of asking for help accounted for 37% of the variance in predicted test scores. However, when actual test scores were analysed the significant predictors were worth of statistics and interpretation anxiety, which accounted for 20% of the variance. These results suggested that while statistics anxiety does influence students’ perceptions of their competence it appears to have less effect on their actual performance. Results also suggested that students were unaware of their own statistical competence. Remedial action is required to address the level of statistics anxiety experienced by first year undergraduate psychology students, as it appears to result in unrealistic assessments of their ability and has detrimental effects on their statistics self-efficacy.