In this paper, the author tries to identify the relationship between listening anxiety and listening proficiency from the perspective of listening metacognitive strategy use. Three instruments are adopted including the Foreign Language Listening Anxiety Scales (FLLAS), a listening metacognitive strategy-use questionnaire and a CET-4 listening test. The results indicate that a large proportion of students report experiencing listening anxiety. There is significantly negative correlation between listening anxiety and listening proficiency and there is significant difference in the use of metacognitive strategies across three listening anxiety levels. Gender difference is also an important variable taken into consideration in exploring listening anxiety and listening strategy use in listening proficiency. Interview is used to elicit the reasons that cause listening anxiety. Accordingly, suggested solutions are proposed to reduce listening anxiety.