Background <p>Anxiety is a frequent mental health concern among university students, shaped by psychological, social, academic, and economic influences. While previous studies have linked anxiety to factors such as social support, family functioning, sense of coherence, and self-esteem, the mediating role of sense of coherence and self-esteem remains unclear. This study investigates these relationships, with particular attention to the potential mediating effects. The present study aimed to investigate the relationships between social support, family functioning, sense of coherence, self-esteem, and anxiety, with an emphasis on the mediating role of sense of coherence and self-esteem.</p> Methods <p>The study included 530 university students from public universities in Andalusia (Spain), selected through stratified multistage cluster sampling. Analyses included descriptive statistics, Pearson correlations, t-tests, and path analysis.</p> Results <p>The mean age of university students was 20.11 years. The majority of participants in the study were women (56.6%). More than 60% of university students considered themselves anxious. Anxiety was strongly and negatively associated with sense of coherence and self-esteem, and moderately negatively associated with social support and family functioning. Path analysis indicated that the model explained 69% of the variance in anxiety and 49% of self-esteem.</p> Conclusions <p>Our findings suggest that social support and family functioning influence anxiety levels in university students, with sense of coherence and self-esteem acting as key mediators. Higher levels of both are linked to lower anxiety and better student well-being.</p>