PurposeThis study examines the role of anxiety in kaizen behaviour and performance by empirically testing the influence of personal anxiety (state and trait) on individual kaizen behaviours (rule adherence, initiative and perseverance of effort), which, in turn, affect individual kaizen performance.Design/methodology/approachThe data were obtained from a survey of 552 employees of four companies in Japan and analysed using structural equation modelling.FindingsThe results show that state anxiety has a significantly positive effect on rule adherence and kaizen performance. Trait anxiety positively influences employees' initiative and perseverance but has a significant negative effect on kaizen performance.Originality/valueThis study contributes to kaizen and continuous improvement theory by focussing on individual kaizen, which is considered to be as important as organisation-level kaizen and investigating the relevance of personal anxiety in individual kaizen behaviours and kaizen performance.