Over the past decade, the prevalence of anxiety has increased among college-aged students and college counseling centers have become increasingly concerned about the negative impact of anxiety on students. While college in general can be stressful, college science classrooms have the potential to be especially anxiety-inducing because of the sometimes chilly and competitive environment of the class. Further, college science courses are increasingly being transitioned from traditional lecture to active learning where students take an active role in their learning, often through participating in activities such as clicker questions and group work. There is emerging evidence that suggests active learning activities may cause students to feel anxious, but no studies have thoroughly explored why active learning activities in science courses may increase students' anxiety. Further, no studies have explored whether active learning activities can reduce students' anxiety. In this exploratory interview study of 52 students enrolled in large-enrollment active learning college science courses, we investigate how three active learning practices, clicker questions, group work, and cold call/random call, increase and decrease students' anxiety. Students reported that clicker questions and group work had the potential to both increase and decrease their anxiety. The way the active learning activity is implemented and the extent to which students perceive they benefit from the activity seems to influence the effect of the activity on students' anxiety. Conversely, students reported that cold call and random call only increased their anxiety. From our interviews, we identified the fear of negative evaluation, or the sense of dread associated with being unfavorably evaluated while participating in a social situation, as the primary construct underlying students' high levels of anxiety associated with speaking out in front of the whole class when they do not volunteer.