ABSTRACT Due to the prevalence of academic anxiety among primary school students and its long-term effect on the physical and mental health, researchers have carried out a lot of research on it. According to the control-value theory of achievement emotions, this cross-sectional study sought to explore the relationship between students’ future orientation and academic anxiety, to reveal the mediating effect of achievement goal orientations, and to test gender difference. A total of 5,330 students in grades 4–6 from 8 primary schools in China were included in the questionnaire-based investigation. The results showed that (1) girls’ academic anxiety, master-avoidance, and performance-avoidance goal orientations were significantly higher than those of boys, while performance-approach goal orientation was significantly lower than those of boys; (2) future orientation significantly positively predicted academic anxiety; (3) achievement goal orientation played a mediating role between future orientation and academic anxiety; and (4) there was a significant gender difference in this mediating effect. The four areas of achievement goal orientations have a complete mediating effect on academic anxiety for boys, but the master-approach and master-avoidance goal orientations play a partial mediating role between future orientation and academic anxiety for girls. This study contributes to deep understanding of academic anxiety among Chinese pupils, and implications for academic emotions research and educational practice.