Worry about learning maths and statistics has been widely researched internationally but very little of this work has focussed on sociology. It is well documented that sociology students can be reluctant to engage with statistical methods. This article provides an exploration of the relationship between anxiety of statistics and its antecedents in sociology students. The analyses presented are based upon data collected from over 30 universities in the UK and is the most comprehensive sample of its type. The primary aim of this article is to analyse whether the perceived epistemological legitimacy of statistics, among sociology students, is associated with reported statistics anxiety. The results show that epistemological legitimacy is highly associated with reported statistics anxiety. Confidence in maths is also strongly associated with statistics anxiety. The implications of acknowledging these and other pedagogical issues in teaching quantitative research methods are complex and layered. Measures capturing whether students accept the epistemological legitimacy of statistical methods should be routinely incorporated in research examining statistics anxiety.