(1) Background: High test-anxious students often fail to perform at their actual level and are prone to choking under pressure (CUP). The aim of the present study was to investigate whether expressive writing (EW) can help high test-anxious individuals reduce the degree of the CUP effect, and whether the intervention effects were different in people with different working memory capacities. (2) Methods: High test-anxious participants wrote expressively (EW group) or neutrally (control group) according to guidance, and then completed a modular arithmetic (MA) task under a high-stress condition. (3) Results: The state anxiety score of the control group was significantly higher than that of the EW group in the high-pressure situation, indicating that the EW intervention was helpful to alleviate the state anxiety. Subjects with high working memory capacity in the control group performed the complex MA task significantly less accurately in the high-stress situation than in the low-stress situation, showing the CUP effect. There was no significant difference in complex MA task scores between high- and low-stress situations for subjects with high working memory capacity in the EW group, indicating that the EW intervention can reduce the degree of the CUP effect. (4) Conclusions: EW intervention was effective in reducing state anxiety levels and attenuating the detrimental effects of test stress on cognitive processing in test-anxious individuals with high working memory capacity.