The current research examines the impact of Statistics Anxiety on academic ethical behavior as manifesting in undergraduate social science students attending introductory statistics courses in different learning environments: Covid-19-Emergency Remote Teaching (ERT), Planned Online Environment (POE), and Face-to-Face (F2F) courses. Data were collected from students in academic institutions studying for a bachelor’s degree in the social sciences. Structural Equation Modeling (SEM) was used to examine the relationship between students’ previous academic achievements and Academic Dishonesty mediated by Statistics Anxiety. The results of multi-group analysis show that path coefficients differ between the three learning environments (POE, F2F, and ERT). Specifically, the results support a model in which previous math and academic achievements are significantly related to Academic Dishonesty mediated by Statistics Anxiety in a POE context only. Accordingly, POE statistics learning is less effective than F2F instruction and practice. Our research shows that instructors’ presence in the learning process reduces students’ anxiety levels and unethical behavior. Thus, we recommend that in POE, the instructor’s presence includes supportive, emphatic, and interpersonal interaction to reduce virtual distance. We conclude that introductory courses in statistics need to empower students experiencing Statistics Anxiety for a better sustainable statistical literacy population.