The relationship between anxiety and causal attribution style (locus of control) has drawn research attention for its potential to inform the treatment of anxiety-related conditions by targeting the individual's levels of internality – externality. What is less known is how robust this relationship is and what moderating factors can potentially reduce its magnitude. Our study examined the moderating effect of trait self-control on the strength of the anxiety-internality link. Sixty-five undergraduates from a Russian regional university responded to the culturally appropriate versions of Spielberger's State-Trait Anxiety Inventory, Locus of Control Questionnaire and the Self-Regulation Trait Inventory, measuring persistence and self-mastery. Both internality (β = .22) and self-control (β = .18) uniquely predicted anxiety scores, while their interaction term significantly improved the regression model (final R2 = .51) thus confirming the moderation hypothesis. The moderation effect was manifested as a negative relationship between internal locus of control and state anxiety among those with relatively poor self-control, with the same relationship weakening among those with higher levels of self-control.