Anxiety is a factor that affects the supervisee's learning and professional development process, performance while working with the client, counselling self-efficacy, supervisory relationship, and benefit from supervision. Anxiety, which developmental models accept as a developmental feature of novice supervisees (NS), may arise from the supervisee, factors related to the client, how the supervision process is carried out, and supervisor behaviours. This study aimed to reveal how NS experience anxiety during the supervision process. In this phenomenological study, 10 NS were interviewed. The findings obtained as a result of the content analysis revealed three basic structures as the source of anxiety, indicators of anxiety, and strategies for coping with anxiety. The results provide a framework for supervisors to recognise the anxiety of NS, understand its source, and deal with it effectively.