This meta-analysis (k = 48) investigated two relationships in competitive sport: (1) state cognitive anxiety with performance and (2) state self-confidence with performance. The cognitive anxiety mean effect size was r = -0.10 (P < 0.05). The self-confidence mean effect size was r = 0.24 (P < 0.001). A paired-samples t-test revealed that the magnitude of the self-confidence mean effect size was significantly greater than that of the cognitive anxiety mean effect size. The moderator variables for the cognitive anxiety-performance relationship were sex and standard of competition. The mean effect size for men (r = -0.22) was significantly greater than the mean effect size for women (r = -0.03). The mean effect size for high-standard competition (r = -0.27) was significantly greater than that for comparatively low-standard competition (r = -0.06). The significant moderator variables for the self-confidence-performance relationship were sex, standard of competition and measurement. The mean effect size for men (r = 0.29) was significantly greater than that for women (r = 0.04) and the mean effect size for high-standard competition (r = 0.33) was significantly greater than that for low-standard competition (r = 0.16). The mean effect size derived from studies employing the Competitive State Anxiety Inventory-2 (r = 0.19) was significantly smaller than the mean effect size derived from studies using other measures of self-confidence (r = 0.38). Measurement issues are discussed and future research directions are offered in light of the results.