Student athletes from different cultures might differ in the ways that they experience competitive anxiety, and their coaches with dissimilar cultural backgrounds might also present distinct behavioral traits in coaching. The study assessed and compared the competitive anxiety experienced by Chinese student athletes (in a collectivist culture) and American student athletes (in an individualist culture) by using a new competitive anxiety model and examined how their distinct ways of experiencing competitive anxiety might relate to the leading behaviors of Chinese and American coaches. Method: Relevant measures were administered to 258 Chinese student athletes and 214 American student athletes to assess their competitive anxiety and perceived leading behaviors of their coaches. Results: Chinese student athletes scored significantly higher on social expectation anxiety and somatic anxiety in comparison with American student athletes. Chinese student athletes perceived higher levels of training and instruction, and autocratic behaviors of coaches, and American student athletes perceived higher levels of democratic behaviors of coaches. Conclusions: This study revealed the different ways of experiencing certain aspects of competitive anxiety between Chinese and American student athletes, which could be at least partially explained by the distinct leading behaviors of Chinese and American coaches perceived by student athletes in the research.