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Description: A large body of research has documented that females experience more math anxiety than males. Researchers have identified many factors that might explain the relation between sex and math anxiety. In the current study, we present and utilize a novel theoretical framework that highlights the importance of examining multiple aspects of processing across different cognitive domains to address the question of what best explains sex differences in math anxiety. One hundred and seventy-five undergraduate students completed a battery of cognitive tasks and affect questionnaires intended to measure actual math ability, perceived math ability, math anxiety, actual spatial ability, perceived spatial ability, and anxiety about situations requiring spatial mental manipulation (spatial anxiety). Results revealed that processes within the spatial domain but not in the mathematical domain mediated the relation between sex and math anxiety, controlling for general anxiety and cognitive ability. Moreover, within the spatial domain, spatial anxiety was the strongest mediator between sex and math anxiety, over actual and perceived spatial ability. Our findings point to spatial anxiety as a key contributor to the commonly reported sex differences in math anxiety. We conclude by raising the possibility that sex differences in math anxiety, may be rooted in sex-related differences in anxiety about or avoidance of spatial strategies in solving mathematical tasks.