Undergraduate studies are a challenging time for students to adapt to the multi-functional roles and responsibilities of a university life. Research worldwide indicates undergraduate students to experience high levels of stress, depression and anxiety thus affecting their academic performance. Studies in Malaysia with respect to understanding the relationship between anxiety levels and academic achievement are sparse. The current study sought responses from a preliminary sample of 100 undergraduate students consisted of 50 males and 50 females on their cumulative grade point average (CGPA) and Beck’s Anxiety Inventory. The results suggested girls to have slightly higher levels of anxiety when compared to boys. Both boys and girls were found to have moderate levels of anxiety as indicated by BAI. A mild negative relationship was found between anxiety levels and academic achievement. The findings highlight the need for preventive mental health measures in universities catering to the growing academic and personal demands on students thereby facilitating students with coping and life skills.