Introduction: The purpose of this study was to examine the potential interaction association of physical activity (PA) on the relationship between personality and anxiety. Methods: Data were collected from 200 university students from October 2015 through June 2016. To assess personality, the Neuroticism- Extraversion-Openness Five Factor Inventory questionnaire was utilized. Anxiety was assessed utilizing the five-item Overall Anxiety Severity and Impairment Scale questionnaire. Moderate to vigorous PA (MVPA) was assessed using the International PA Questionnaire. A multivariable logistic regression analysis was used to evaluate the association between the personality and anxiety. Interaction analyses were computed to see if there was an interaction association of personality and PA on anxiety. Results: Personality traits neuroticism (β = 0.22, 95% confidence interval [CI] = 0.176-0.269, P < 0.001) and openness to experience (β =0.069, 95% CI = 0.020-0.119, P = 0.006) were associated with higher levels of anxiety. With regard to our main objective, which was whether MVPA moderated the association of personality on anxiety, there was no evidence of an interaction association. Conclusion: Select personality traits were associated with anxiety and MVPA did not moderate this association.