A number of studies have indicated that a high proportion of assessment center (AC) candidates experience anxiety about the assessment process. This study examined the relationship of anxiety to the performance of 38 participants in an assessment center. In contrast to previous research, we utilized standard measures of state, trait and test anxiety. Findings indicated that state anxiety was curvilinearly-related to several AC performance measures, with low and high anxiety being associated with poor performance. Test anxiety showed an adverse effect on performance in a numerical test and a written exercise. Contrary to expectations, however, elevated trait anxiety was associated with better assessment ratings. Some explanations for these findings are advanced, and suggestions made for future research methodology in this area.