Widespread concern exists that participating in lockdown and active shooter drills, practices that although discussed synonymously are different, may be similarly traumatizing for students. This study examined state anxiety levels--anxiety-present (i.e., anxiety) and anxiety-absent (i.e., well-being)--among students in one rural high school, as reported on the Spielberger State-Trait Anxiety Inventory short form one week prior to (N = 610) and immediately following participation in a lockdown drill (N = 736). Students reported low anxiety and moderate well-being at both time points. Independent samples t-tests results revealed that students postdrill reported significantly lower anxiety levels as compared to students' predrill scores. Well-being, based on anxiety-absent reports, was significantly higher postdrill as compared to one week prior to the practice. The implications of these findings, including the need for policy to provide more explicit guidance about conducting drills in accordance with best practices, are discussed.