Although active learning improves student outcomes in science, technology, engineering, and mathematics (STEM) programs, it may provoke anxiety in some students. We examined whether two psychological variables, social anxiety (psychological distress relating to the fear of negative evaluation by others) and academic self-efficacy (confidence in one's ability to overcome academic challenges), interact with student perceptions of evidence-based instructional practices (EBIPs) and associate with their final grades in a STEM-related course. Human anatomy and physiology students in community college courses rated various EBIPs for their perceived educational value and their capacity to elicit anxiety (N = 227). In general, practices causing students the most anxiety (e.g., cold calling) were reported by students as having the least educational value. When controlling for students' self-reported grade point averages, socially anxious students rated several EBIPs as more anxiety inducing, whereas high-efficacy students reported less anxiety surrounding other EBIPs. Furthermore, mediation analysis revealed that individual differences in academic self-efficacy at the beginning of the term explained some of the negative association between students' social anxiety levels and final grades in the course. Our results, obtained in a community college context, support a growing body of evidence that social anxiety and academic self-efficacy are linked with how students perceive and perform in an active-learning environment.