Cloze test has been used in testing for many years to measure students’ knowledge in English. It was suggested as an alternative to traditional reading comprehension tests. It's an indication of students’ reading comprehension, language processing and internalized grammar knowledge in particular. Therefore, this kind of test may cause more anxiety in students and the anxiety might negatively impact the language learners' cloze test performance. This paper investigated the relationship between anxiety and cloze test. Twenty-one Iranian advanced students were given a cloze test and an anxiety questionnaire. Results of the Pearson product-moment correlation showed that there was a significant negative correlation between anxiety and cloze test, that is to say language learners with lower an anxiety level had a better performance in the cloze test and those with higher anxiety performance performed weaker in the closed test. The results had implications for language learners, language teachers, and test developers.