While there is an increasing number of research studies on English medium instruction in Thailand in the university context, very few have explored the strand of foreign language anxiety. Not only that, methodological limitations exist concerning real-time anxiety reports. To broaden the research scope on English medium instruction and foreign language anxiety as well as to overcome limitations in methods, the present study used a smartwatch, journaling, and semi-structured interview to explore the specific anxiety situations and coping strategies in full English medium instruction among engineering students in Thailand. Among four volunteer participants purposely drawn from the anxiety survey, their average heartbeat per minute ranges from 72.3 to 107.8. Based on their journals and individual semi-structured interviews, several factors of specific anxiety situations found were communication apprehension, cognitive processing anxiety, the difficulty of the English medium instruction course, fear of making mistakes, lack of autonomy, perceived negative teacher acts, peer negative evaluation and test anxiety. The factor common among the participants was lack of autonomy. Further findings demonstrated coping strategies to relieve their feelings of anxiety such as preparation, relaxation, positive thinking, peer support, resignation, asking teacher’s help, translation, self-talk, being focused on task, lesson review, and metacognition. Finally, pedagogical implications were discussed to help language and content teachers address anxiety experienced by students in EMI programs.