Technology, Engineering, and Mathematics (STEM) fields are in high demand. These fields all require sufficient math ability. However, many university students suffer from math anxiety. This study conducted an experiment to explore the influence of math anxiety on university students' challenging math problem-solving behavior and whether autonomy support could alleviate the adverse effects of math anxiety. The results showed that people with high math anxiety would be less likely to seek help and more likely to give up when solving challenging math questions. Such findings revealed that math anxiety could alter students' specific problem-solving behaviors despite their math abilities. However, more effective autonomy support strategies need to be identified by future research.