The detrimental effects of anxiety on cognitive performance have been explained by the activation of worry, which detracts attention away from the task at hand. However, recent research showed that anxiety is related to performance only when self-control capacity is low (i.e., ego depletion). The present work extends these findings by showing that activation of worry interferes with cognitive performance more strongly when self-control capacity is momentarily depleted as compared to intact. After manipulations of self-control capacity and worry activation, 70 undergraduates completed a standardized intelligence test. As expected, activation of worry was associated with poorer performance when self-control capacity was depleted, but had no effect on performance when self-control capacity was intact. The findings indicate that worry may play a causal role in the anxiety–performance relationship, but only when its regulation by self-control is momentarily hindered.