The purpose of this investigation was to study the physiological and psychological states of 16 tennis players (8 males, 8 females) during the day of the first match of a tennis tournament and their relation to performance. Athletes completed the Competitive State Anxiety Inventory-2, including both intensity and direction subscales prior to the first match and collected saliva for cortisol analysis on several occasions: during a resting day (baseline values) and prior to and after both competitions. Results showed the males and females have different responses in the CSAI-2 subcomponents. Somatic anxiety was significantly higher (+23%: p<.05) in females compared to males whereas self-confidence was significantly higher in males (+34%: p<.05). Winners had significantly lower cognitive anxiety and higher Self-confidence scores than losers. Somatic anxiety was significantly higher in the losers. Our results showed a cortisol response to competition, which was especially characterized by an anticipatory rise. Males had the same pattern of cortisol responses than females, even if the cortisol concentrations were significantly higher in females the day of the competition. According to the outcome, significant differences between winners and losers cortisol concentrations were observed whatever the hour of taking (except in the evening), cortisol concentrations being the highest at the loser's. The measurement of cortisol at the same time that self-report psychological indicators would provide an approach to examine changes in anxiety, and its relationship to performance.