This study examined the role of computer self-efficacy and gender in computer-based test (CBT) anxiety among a sample of Nigerian undergraduates. A cross-sectional survey design was adopted. Using a purposive sampling technique, 241 undergraduates (110 males and 131 females) were selected from a public university in Ondo State, Nigeria. Their ages ranged from 17 to 29 years with a Mean of 23.10 (SD = 5.10). Standardized questionnaires were used for data collection. Two hypotheses were tested using simple linear regression and independent t-test. The results showed that undergraduates who had higher level of computer self-efficacy were less likely to experience CBT anxiety (β = -.41; p < .01). Female undergraduates (M = 65.74) reported higher level of CBT anxiety than their male counterparts (M = 52.43). Therefore, to reduce computer-based test anxiety among undergraduates, we suggest that university managements should organize psychological training that would help enhance undergraduates (especially female undergraduates) computer self-efficacy.