This work aims to evaluate the stressful effects of clinical learning environments on nursing students and to better understand the importance of reducing anxiety. Ninety-two female nursing students were randomly recruited. State Anxiety Inventory (SAI), General Self-Efficacy scale (GSES), Social Support Rating Scale (SSRS), General Maladjustment Scale (GM), Pittsburgh Sleep Quality Index, the personal information questionnaire were administered along with an immune-endocrine profile, red blood cells and plasma cortisol. The nursing students' state and trait anxiety scores were significantly higher in clinic than in school. With one-way ANOVA, nursing students from rural areas, not liking nurse work and being pessimistic to employment prospects, and not being assigned in an ideal teaching hospital had higher scores of SAI. High levels of anxiety were associated with low scores of GSES, objective support of SSRS and high scores of GM. Additionally, the subjects' anxiety related to poor sleep quality, and students with high levels of anxiety showed a significantly lower percentage of CD3 and CD4. In conclusion, clinical practice can raise nursing students' State-Trait Anxiety Inventory scores. The level of anxiety is related to some internal and external factors. Severe anxiety not only affects student's physical and mental health and successful practice, but also reduces T lymphocyte immune functions.