Anxiety has drawn more and more concern in the second language acquisition. This paper tries to probe how the anxiety English students feel in the classroom affect their listening performance. The paper is based a questionnaire conducted by 60 English majors and their listening grades in the proficiency test of TEM 4 in 2008 and its findings show close correlation between classroom anxiety and the students' listening performance. In addition, some strategies are recommended by the author to minimize the negative influence of classroom anxiety.