Few studies have addressed the effect of gender on the relationship between alcohol and anxiety. Students in a Nigerian university, grouped into five separate categories of alcohol use completed the Zung's Self Rating Anxiety Scale. Although a non-linear "J shaped" relationship was found between alcohol use and anxiety symptoms among males, a linear relationship was found among females. Women tend not to share the positive effect moderate alcohol use confers on anxiety status. This gender difference may be an important consideration when planning preventive strategies for alcohol related problems in Nigerian youths.