The present study examined the effect of mathematics anxiety on cognitive failure among the high school students at Altrincham Grammar School for Boys (AGSB), a selective school in Greater Manchester, UK. A sample of 211 students studying in year 7 to year 11 completed the questionnaires. Regression analyses on the cross-sectional data generated a β value of 0.111 (p=0.031) between mathematics anxiety and the lack of concentration dimension of cognitive failure, demonstrating a mild relationship. The effect of mathematics anxiety on other three cognitive failure dimensions of disrupted motor function, memory loss, and high distractibility were not supported at a significance level of 0.05.