Math anxiety refers to the emotions of fear, worry, and avoidance that students experience while learning math or participating in math-related activities. How to effectively alleviate students' math anxiety has always been a concern for global education researchers. Generative artificial intelligence (Gen-AI) is a specialized branch of artificial intelligence that focuses on creating new content based on individual needs, such as text, images, audio, and video. This study firstly attempted to integrate Gen-AI assisted learning approach into primary school math classes and explored the influence of this approach on primary school students' math anxiety. This study adopted a mixed quasi-experimental design and was conducted among sixth-grade students from a public primary school in central China. By comparing pre- and post-tests, it was found that the Gen-AI-assisted learning approach could effectively reduce primary school students' math anxiety. The results of semi-structured interviews showed that Gen-AI assisted learning approach could reduce primary school students' math anxiety by enhancing their interest in learning, increasing their math self-efficacy and academic engagement, as well as providing personalized learning support and timely feedback.