Listening anxiety in English as a foreign language (EFL) learning will reduce Chinese language learners’ academic performance, particularly in a formal listening test. In order to explore the effects of listening anxiety on EFL learners and how they cope, this article seeks to investigate my personal narratives and experiences as the first author to explicate challenges and seek solutions. Thus, this article focuses on my exploration of four vignettes, which identify crucial points in unraveling stories of how I could improve listening performance by reducing listening anxiety. This autoethnographic study is inspired by information processing (IP) theory and Schunk’s self-regulated learning (SRL) model. The former reveals how listening materials can be received by learners from an objective view. The latter, based on a subjective angle, highlights three aspects: motivational orientation, self-efficacy, and self-regulation, which collectively affect listening anxiety. Based on the analysis of my stories, findings suggest that anxiety can negatively impact EFL learners’ information processing abilities, thereby leading to poor listening performance. Findings also highlight a need to deal with listening anxiety, identifying and emphasizing three approaches, namely, a mastery-oriented goal, higher self-efficacy and appropriate self-regulation.