We investigated for the first time whether the principles of specificity could be extended to the psychological construct of anxiety and whether any benefits of practicing with anxiety are dependent on the amount of exposure and timing of that exposure in relation to where in learning the exposure occurs. In Experiment 1, novices practiced a discrete golf-putting task in one of four groups: all practice trials under anxiety (anxiety), non-anxiety (control), or a combination of these two (i.e., the first half of practice under anxiety before changing to non-anxiety conditions, anxiety-control, or the reverse of this, control-anxiety). Following acquisition, all groups were transferred to an anxiety condition. Results revealed a significant acquisition-to-transfer decrement in performance between acquisition and transfer for the control group only. In Experiment 2, novices practiced a complex rock climbing task in one of the four groups detailed above, before being transferred to both a high-anxiety condition and a low-anxiety condition (the ordering of these was counterbalanced across participants). Performance in anxiety transfer was greater following practice with anxiety compared to practice without anxiety. However, these benefits were influenced by the timing of anxiety exposure since performance was greatest when exposure to anxiety occurred in the latter half of acquisition. In the low-anxiety transfer test, performance was lowest for those who had practiced with anxiety only, thus providing support for the specificity of practice hypothesis. Results demonstrate that the specificity of learning principle can be extended to include the psychological construct of anxiety. Furthermore, the specificity advantage appears dependent on its timing in the learning process.