The chapter evaluates theories of anxiety and coping to consider models that may be appropriate for shedding light on the essence of anxiety and the nature of coping in the adult dyslexic student. Therefore, broad categories of anxiety, including psychoanalytic (Freud, 1941; Sullivan, 1953); learning/behavioural (Dollard & Miller, 1950; Mowrer, 1963); physiological (Gray, 1982, 1987; Panksepp,1982); cognitive (Eysenk, 1990; Ohman, 1993) and uncertainty (Mandler, 1984), are discussed as ways of understanding anxiety, before drilling down to look more specifically at models of academic anxiety that may be of relevance to dyslexic university student anxiety. This includes evaluating general academic anxiety, broken down into models of test anxiety (Chapell et al., 2005), performance anxiety (Nicholson, Cody & Beck, 2015) and social anxiety (Topham, Moller & Davis, 2014). In terms of understanding theories of coping, Folkman and Lazarus’s (1984) transactional model of stress and coping is critiqued as having limitations for specifying the complex relationship between negative emotion and types of coping used by adult students with dyslexia. A more useful framework for understanding dyslexic students’ coping responses is proposed by looking at Skinner, Edge, Altman and Sherwood’s (2003) formulation of thirteen higher-order categories of coping.