This study examined information integration cognitive mechanisms underlying the test anxiety judgments of 474 engineering students. The experimental design considered the orthogonal combination of three factors (teaching style, exam type, and test mode), resulting in 12 experimental scenarios. During the experiments, participants were provided one scenario at a time and were asked to rate their anticipated anxiety level in the described situation. Subsequent analyses failed to reveal statistically significant differences in the anxiety levels reported by females and males. However, the factor selection and valuation female students adopted to make their anxiety judgments differed from those employed by their male peers. Cluster analysis identified three groups based on the anxiety level (low, medium, and high). The most relevant factor for all clusters was test mode, and only the medium anxiety group considered a second factor (exam type) to make their anxiety judgments, which was integrated through an additive cognitive rule. These findings suggest that participants place a higher weight on the examination context than its type when making their test anxiety judgments. Identifying these cognitive mechanisms underlying test anxiety could help regulate conditions that undermine the students' ability to cope with test anxiety.