Statistics and math anxiety are pervasive problems for post-secondary students. We hypothesized that self-efficacy would be negatively related to math/statistics anxiety, and that anxiety sensitivity and perfectionism would be positively related to math/statistics anxiety, even when controlling for gender, university program, and education level. Method: Graduate and undergraduate students (N = 447, after exclusions) completed an online self-report questionnaire, including an abbreviated version of the Statistics Anxiety Rating Scale (STARS), math anxiety, self-efficacy, anxiety sensitivity, perfectionism, and demographics. Results: Exploratory factor analysis supported a six-factor structure for statistics anxiety. Self-efficacy was negatively associated with math/statistics anxiety, whereas anxiety sensitivity and perfectionism were positively associated with math/statistics anxiety. Relationships ranged from small-to-moderate, and most relationships persisted after adding covariates. Discussion: Our study suggests the feasibility of a short-form version of the STARS. Moreover, it provides important information on how personality is associated with domain-specific anxiety that can impede statistics education.