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An integrated three-dimensional model of performance anxiety was constructed to offer an alternative conceptualization that may contribute to understanding of the complex anxiety–performance relationship. In particular, the adaptive potential (producing positive effects) of anxiety was acknowledged explicitly by including a regulatory dimension. This model is characterized by five subcomponents, with worry and self-focused attention representing cognitive anxiety, autonomous hyperactivity and somatic tension representing physiological anxiety, and perceived control representing the regulatory dimension of anxiety. The overview of the conceptual framework and the underlying rationale are presented.As a necessary first step towards model testing, an initial measure was developed and the factorial validity of the model was investigated.Confirmatory factor analysis was used in two independent samples (N = 286, 327) in a wide context of sports performance.A 25-item measure of performance anxiety was established. Findings of CFA revealed support for a three-dimensional first-order model.Although the present model of performance anxiety was best presented as a three-dimensional first-order structure, the integrity of the conceptual framework is considered intact as such a factor structure distinctly reflects the three major processes (i.e., cognitive, physiological and regulatory) that are proposed to be activated in the anxiety dynamics from a broad cognitive perspective.