This study aimed to investigate the latent constructs in the Foreign Language Classroom Anxiety Scale using a research context of Japanese undergraduates who learn English as a foreign language. The study conducted both exploratory and confirmatory factor analysis against two different groups of Japanese undergraduate students. First, exploratory factor analysis was used to extract factors from 33 items of the scale in its application to 149 management major students. Subsequently, confirmatory factor analysis was conducted on the factors from the exploratory factor analysis. Data from 237 English language learners at two universities—155 undergraduates at a foreign study university and 82 at a general university—were applied to test a hypothetical model in relation to the extracted latent constructs. Results of the two factor analyses identified and confirmed two underlying components of the scale: (1) communication apprehension and (2) fear of failing. The model fit statistics illustrated that the two-factor paradigm appropriately fit the data from the second undergraduate group. Implications of the results are discussed.