The present investigation examined instructor immediacy behaviors, students' perceptions of those behaviors, and student math anxiety in Chinese classrooms. Consistent with the American college classroom, a simple causal chain was anticipated in which instructor immediacy behaviors positively induced a psychological response to immediacy, which had a negative influence on math anxiety. Study 1 tested this model in the Chinese college classroom and the model failed. It was speculated that perhaps given the high testing admission standards of Chinese colleges (i.e., the GaoKao), that Chinese college students were a biased sample of only students who had learned to manage their anxieties. Thus, in Study 2, the model was retested among junior and senior high Chinese students. Among junior and senior high Chinese students, the model fit well.