Objectives: The purpose of the present study was to examine the mediational role of self-confidence and anxiety in the relationship between self-esteem and claimed self-handicapping in an achievement context. Design: To test this mediational role, the three-step procedure advocated by Baron and Kenny (1986) was used. Method: After hearing and reading about specific conditions of performing that were intended to favor invoking excuses for future poor performance, 68 competitive basketball players completed measures of self-esteem, anxiety (cognitive and somatic), self-confidence, and claimed self-handicapping. Then, they warmed-up and carried out a basketball task. Results: Self-esteem negatively predicted cognitive anxiety and positively predicted self-confidence. In turn, self-confidence negatively predicted claimed self-handicapping and mediated the relationship between self-esteem and claimed self-handicapping. Cognitive and somatic anxieties did not mediate the relationship between self-esteem and claimed self-handicapping. Together, these results suggest that individuals with low self-esteem use more claimed self-handicaps because they have lower self-confidence. Conclusion: These findings shed light on the psychological processes that lead people with low self-esteem to use strategies of claimed self-handicaps.