“Anxiety is described by psychologists as a subjective feeling of tension, apprehension, nervousness and worry associated with an arousal of the autonomic nervous system. This study was carried out to explain listening anxiety and learning strategies of EFL students at Walisongo State Islamic University. Specifically, it sought to know how was EFL students’ learning listening anxiety, then identify what factors that may contribute to anxiety in learning listening based on the students perspectives also what strategies they used to overcome their listening anxiety. The method was used in this study was descriptive qualitative method. Twenty students were randomly selected as the participants. The data were gathered through interview. The findings of this research showed that the EFL students at Walisongo State Islamic University had neurotic and reality anxiety, which has been manifested as had feeling anxiety which has been manifested such as nervous, fidgeting, panic, lazy, can't hear clearly, losing concentration, and sweating when they study. Almost all og them feeling these anxieties before the listening class begin. While the factors that may contribute to anxiety, they are two factors such as internal and external factors. Internal factors from self-belief, lack preparation, linguistic aspect such as vocabulary. External factors can be from teacher, environment, facility in classroom. Moreover, this research also found the learning strategies used by students such as memory, cognitive, compensation, metacognitive, affective, and social. Cognitive and affective strategies were used most frequently by the students. Then, metacognitive and social strategies were less used by students. In addition, memorizing and compensation strategies were found only once in this study.”