Test anxiety is experienced by a substantial number of students in many school subjects, including physical education, and it may be deleterious for their school performance and their well-being. The aim of our study was to explore through multiple regression and mediation analyses the relationships between test anxiety in physical education, implicit theories, gender, and age. Five hundred and twenty-six French students (M[subscript age] = 15.82, SD = 1.19) voluntarily participated in the study. The results mainly highlighted the following: Gender was a significant predictor of all the components of physical education test anxiety, evidencing that girls scored higher than boys on the four negative components (worry, self-focus, bodily symptoms, somatic tension), and lower on the positive component (perceived control). Age negatively predicted the self-focus component only. Entity theory was a significant predictor of the five components of test anxiety, whereas incremental theory only positively predicted perceived control. Entity theory partially mediated the relationships between gender and perceived control. A better understanding by physical education teachers of the characteristics of their students (e.g. gender differences, age, implicit theories of athletic ability) may contribute to decreasing test anxiety in physical education.