The purpose of this study was to develop an instrument for measuring students’ mathematics anxiety scale (MAS) with high psychometric property. A survey research design was used involving 510 students randomly selected from secondary schools. Exploratory factor analysis (EFA) was carried out to determine the number of factors to be retained in the MAS subcategories. The factors were extracted using maximum likelihood method and the pattern matrix was rotated using Oblimin with Kaiser Normalization which converged after 22 iterations. The final 20-item MAS contained two anxiety subcategories: learning mathematics anxiety (Cronbach’s alpha = .86) and perception of difficulty and motivation (Cronbach’s alpha = .74). The reliability coefficient of the instrument was .90 with sufficient evidence of content and face validity.