We assumed that self-control capacity, self-efficacy, and self-esteem would enable students to keep attentional control during tests. Therefore, we hypothesized that the three personality traits would be negatively related to anxiety-impaired cognition during math examinations. Secondary school students (N = 158) completed measures of self-control capacity, self-efficacy, and self-esteem at the beginning of the school year. Five months later, anxiety-impaired cognition during math examinations was assessed. Higher self-control capacity, but neither self-efficacy nor self-esteem, predicted lower anxiety-impaired cognition 5 months later, over and above baseline anxiety-impaired cognition. Moreover, self-control capacity was indirectly related to math grades via anxiety-impaired cognition. The findings suggest that improving self-control capacity may enable students to deal with anxiety-related problems during school tests.