During the COVID-19 pandemic, we founded an Online Laboratory School (OLS) under the roof of a university in Turkey to support students from public schools that were not technologically prepared for an online education and to provide an opportunity for our pre-service teachers (PSTs) to continue their internship by teaching online. The purpose of this research, consisting of two studies, was to examine experiences of 43 PSTs (first-, third- and fourth-years) during the OLS period of 8 weeks and how the OLS affected their mathematics teaching anxiety during Fall 2020. In the first study, we administered a survey to inquire into PSTs' views on their experiences at the OLS, and in the second study we examined their mathematics teaching anxiety before and after the OLS experience using another survey. One main result was that the OLS experience served as an effective introduction to the profession for first-year PSTs and fourth- and third-year PSTs reported learning in-depth about online teaching in terms of the planning, teaching, and reflecting cycle. Another main result was that PSTs had mathematics teaching anxiety from "a little" to "a moderate amount" before the OLS and their teaching anxiety did not significantly change during the OLS period of 8 weeks. PSTs experienced highest mathematics teaching anxiety when they were observed and evaluated by supervisors during their teaching. The implications of these findings are discussed for teacher education programs.