This study explores the impact of psychological states, specifically anxiety and self-confidence, on the performance of physical education students in a college in Guangdong, China. Employing a descriptive-correlational research design, the study analyzed data from 398 students using validated questionnaires with high reliability (Cronbach's alpha: anxiety = 0.971, self-confidence = 0.968). Results revealed a significant inverse relationship between anxiety and self-confidence (r = 0.638, p < 0.001), with higher self-confidence correlating to lower anxiety levels. The findings also indicated that anxiety levels negatively influenced performance, while the relationship between self-confidence and performance was complex, with high self-confidence not always leading to better outcomes. The study highlights the importance of integrating psychological support into physical education programs to foster optimal student performance. Implications include the need for targeted interventions, professional development for instructors, and personalized support systems. Future research should investigate longitudinal patterns, cross-cultural comparisons, and intervention effectiveness to further understand these dynamics.