Objective: To investigate the mental health problem of kindergartners in China and to evaluate whether there are negative relationship between perceived self-efficacy and anxiety. Methods: 120 kindergartners from Guangzhou Province were administrated with General Self-Efficacy Scale (GSES), Self-Efficacy Scale for Kindergartner (SESK) and State-Trait Anxiety Inventory (STAI). Results: (1) Scores of kindergartners on both self-efficacy scales, particularly, in the SESK were high. (2) The anxiety level of most of the kindergartners was in the normal range, but at least 15% of them were found to be at the high level range. (3) The scores of the GSES and the SESK were negatively correlated with scores of state anxiety and trait anxiety in STAI. Conclusion: Perceived self-efficacy was negatively correlated with anxiety.