Students’ anxiety and behavioural changes while using different examination methods (paper, PC, and mobile exam platforms (MEPs)) were estimated. The influence of academic majors and gender was also determined by answering the following questions: How do anxiety and behavioural changes vary among students using different exam methods? How do students’ anxiety levels vary according to academic majors and gender while using different exam methods? A survey was conducted with 826 students enrolled in eight colleges at King Faisal University in Saudi Arabia. The results revealed less anxiety and fewer harmful behavioural changes among students using MEPs compared with other methods. Furthermore, less anxiety and fewer behavioural changes were observed among health and science majors than humanities and social science majors and among female students than male students while using MEPS. Therefore, MEPs should be gradually adopted by higher education institutions in Saudi Arabia, especially for humanities and social science majors and for male students. Furthermore, researchers and decision-makers should find unique solutions to reduce the positive correlation between anxiety and behavioural changes among health and science majors and female students toward MEPs. This can be achieved by identifying obstacles and introducing modern solutions, such as AI-generated exams, among others.