It is considered as a problem both by students and lecturers that during the performance exams in music education the performance of the students drops. The present research reflects the psychological and physiological complaints of the students (at Uludag University, Faculty of Education, Music Education Department) that stem from the piano examination anxiety right before the examination and during the examination. The assessment of the situation was done through an opinion questionnaire that was forwarded to 80 students between the 2nd, 3rd, and 4th year students. The analyses present the differences between the male and female opinions as well as the anxiety levels of the students that were in different year of their education. Regarding the anxiety levels of the students that were enrolled in the department of Music Education, suggestions for coping with anxiety were listed. The present study is important since it provides insight about determining the anxiety levels of the students in the piano examination, and enabling them to cope with anxiety. It is believed that for music teacher candidates methods of coping with anxiety will contribute positively to their performances as they will have to perform continuously in front of public during their professional lives.