This study examined self-esteem as a correlate of academic anxiety among adolescents in senior secondary schools in Delta State, Nigeria. Guided by three research questions and three null hypotheses, the study employed a correlational research design. The research was conducted across public secondary schools in the 25 Local Government Areas of Delta State, involving a population of 32,422 Senior Secondary Two (SS2) students. A multistage sampling method was utilized to select a sample size of 1,023 students. Data collection was carried out using a structured questionnaire. The psychometric properties of the research instrument were carried out through expert judgement and factor analysis. The result obtained revealed that the instrument is valid and reliable for the study. Data obtained were analysed using mean, standard deviation, Pearson’s correlation coefficient and regression statistics. Mean and standard deviation were applied to answer research questions 1 and 2, while Pearson’s correlation coefficient of determination was used to answer research question 3. The hypotheses were tested using regression statistics at a 0.05 level of significance. The findings revealed that adolescents in senior secondary schools in Delta State have high self-esteem and high academic anxiety. The finding also revealed that a significant relationship exists between self-esteem and academic anxiety. The study also found that there is a significant moderating impact of sex on the relationship between self-esteem and academic anxiety of adolescents in senior secondary schools; but no significant moderating impact of family type in the relationship between self-esteem and academic anxiety. The study recommended amongst others, that Guidance counsellors should maintain and enhance students’ self-esteem through ongoing positive reinforcement and encouragement in academic and extracurricular activities.