Anxiety is described by psychologists as a subjective feeling of tension, fear, nervousness and apprehension associated with the autonomic nervous system. This study was conducted to explain the listening anxiety and learning strategies of EFL students at Universitas Muhammadiyah Purwokerto. Specifically, this study aims to find out how EFL students' listening anxiety is, then identify what factors can cause anxiety in learning to listen according to students' perspectives and what strategies they use to overcome listening anxiety. The method used in this research is descriptive qualitative method. Thirteen participants were selected based on the results of the pre-research to select EFL students who experienced high listening anxiety. Data were collected through interviews. The findings of this study showed that EFL students at Universitas Muhammadiyah Purwokerto experienced anxiety caused by factors of psychological problems, unfamiliar vocabulary and complex grammar, learning materials and process, lecturer style and peers. In addition, this study also found learning strategies used by students such as memory, cognitive, compensatory, metacognitive, affective and social. Cognitive and metacognitive strategies are most often used by students. Then, affective and social strategies are used less by students. In addition, memory and compensation strategies were the least used in this study.