In this study, the aim of this study was to examine the relation between school of physical education and sport students' approach to learning and studying and test anxiety. Students in departments of physical education and sport teacher n=103 , coaching education n=155 and sport management n=110 at Mugla Sıtkı Koçman University participated in the study n=368 . 145 of participant were female, 223 of them were male. Test Anxiety Inventory TAI , developed by Speilberger 1980 and adapted to Turkish by Öner and Albayrak-Kaymak 1993 cited in Erözkan, 2004 , was used to identify students' test anxiety levels. Approaches to Learning and Studying Inventory ALSI , developed by Hounsell, Entwistle, Anderson et al. 2002 and adapted to Turkish by Topyaka, Yaka and Öğretmen 2011 , was used to identify students' approaches to learning and studying. ALSI consists of 18 items with 5 Likert. TAI consists of 20 items with 4 likert. One-Way ANOVA and Independent T-Test in SPSS 16.0 were used to analyze the collected data. Confirmatory Factor Analysis CFA was used to find out whether used inventories were suitable for the sample. When the differences about approaches to learning and studying between departments were examined, while no significant difference was found in surface and deep approaches, significant difference was found in strategic approaches. No significant difference was found between grades. Significant gender differences were found in emotionality, worry and total test anxiety. Positive correlation was found between surface approach and emotionality, worry and total test anxiety. Consequently, it was found that students who adopt surface approach have high-test anxiety, because it was found that while adopting surface approach, students could have high-level of emotionality and worry. It is important to create learning environment that discourage students to adopt surface approach