In this study, we sought to understand assessment-related attitudes and authentic experiences of evaluation anxiety with a sample of first-year university students. We focused on identifying: (a) why students had reported high levels of anxiety on a recent, grade-bearing assessment, and (b) how their attitudes toward assessment type and weighting influenced their views on anxiety and learning. Drawing on social constructivist principles, 31 first-year students in New Zealand participated in a 25-minute interview. Semi-structured interviews included open-ended items about students’ experiences with anxiety, followed by a Q-sort task that structured dialogue around assessment attitudes. Results show that evaluation anxiety was reportedly caused by several factors, including students’ doubts about their capabilities, concerns about insufficient time and time management, external pressures to be successful, unclear institutional standards for quality, and concerns about performing well on certain types of assessment. Students reported that oral presentations and high-stakes written tasks were more anxiety-inducing for them. Meanwhile, students reported that high-stakes written tasks, low-stakes tests, and low-stakes written tasks helped them learn more effectively than other assessment types and weightings. We discuss the implications of assessment design, including the challenges of evaluating students in a way that facilitates learning and limits unnecessary evaluation anxiety.