The aim of this paper is to examine anxiety and correlates of anxiety in children in primary school. The research was conducted on a sample of a total of 127 fourth grade students (N = 127). Analysing the data collected by the Anxiety Scale for Children - AFS (Vulić-Prtorić and Sorić, 2002), Self-Esteem Scale (Rosenberg, 1965), Loneliness Scale - CLS (Klarin, 2000), School Satisfaction Questionnaire (Klarin, 2000), as well as school success at the end of the previous school year it was concluded that there is a moderate prevalence of anxiety in children in primary school. Regarding sex of the children, study showed there was no statistically significant difference in the variables of anxiety, self-esteem, loneliness and school satisfaction. As for academic success, data collected showed a statistically significant difference suggesting female students achieve better school success than male students. Furthermore, statistically significant negative correlations were found between: a) anxiety and self-esteem, b) anxiety and school satisfaction, c) self-esteem and loneliness, d) loneliness and school satisfaction, e) loneliness and school success and statistically significant positive correlations between: a ) anxiety and loneliness, b) self-esteem and school success and c) school satisfaction and academic success. Self-esteem and loneliness have been shown to be predictive for explaining anxiety in primary school children.