Exam anxiety has been well-documented to reduce student performance in undergraduate biology courses, especially for students from marginalized groups, which can contribute to achievement gaps. Our exploratory study surveyed 61 undergraduate biology students to better understand how exams affect their anxiety levels, focusing on the impact of exam types, proctoring practices, and time constraints. We also solicited students' preferences for exam type and recommendations for improving the structure of exams in undergraduate biology courses. Our findings indicate that closed-note exams and proctoring practices, such as LockDown Browser, significantly heighten student anxiety. Conversely, open-note and cheat-sheet exams were associated with lower anxiety levels as these formats allowed students to focus on understanding concepts rather than rote memorization. Students also provided recommendations for improving exam structure, such as allowing students to use some form of notes, reducing time constraints, and balancing exam difficulty with exam length. These findings contribute to the growing body of literature on test anxiety in undergraduate biology courses and provide practical insights for biology instructors seeking to create more supportive and equitable assessment practices.