This study examined the relationships between students' foreign language classroom anxiety and cognitive test anxiety and their College English Test Band 4 (CET-4) performance. A questionnaire was distributed to 921 Chinese university students to understand the nature and degree of the examined relationships. Follow-up interviews with 12 students were used to shed further light on uncovering mechanisms of relationships found in the survey. Results revealed three factors of anxiety, explaining 43.14% of the total variance examined in the quesionnaire items. Means, standard deviations, the internal consistency for each factor, and zero-order correlations among the three factors were calculated. Correlation and multiple regression of the anxiety factors and test scores were then conducted. Results confirmed that cognitive test anxiety factor was a significant negative predictor of language achievement. Interview results did not fully support the relationships found in the survey. Most students did not perceive themselves to be very anxious in their university settings, either in classrooms or in testing situations. However, they did express their anxiety toward English speaking skills in the classroom. The differential perspectives of anxiety revealed from both analyses indicate that a better understanding of language classroom anxiety and cognitive test anxiety can help students and teachers optimize their foreign language learning and teaching practices.