This study intends to provide a wider range of insights into the strategy use by EFL learners with different levels of language anxiety and self-rated competence. The participants included university freshmen sampled from different English proficiency levels. The findings revealed that the most frequently used strategy category among low-anxiety students was metacognitive. Similarly, metacognitive strategies, followed by cognitive and compensation strategies, were used most frequently by students with the highest level of self-rated proficiency. Social strategies were the least used, regardless of anxiety or self-rated proficiency level. Language anxiety seems to have a greater influence on the strategy use frequency rather than on strategy choice. The results demonstrated significant effects of language anxiety and perceived competence on learning strategy use. In addition, self-perceived competence was shown to have a stronger link to strategy use than the learner’s actual language proficiency. Among anxiety and perceived and actual competence, perceived competence was identified to be the best predictor of strategy use. Nonetheless, the effect of anxiety on language learning cannot be ignored as it was found to have a similar level of association with strategy use as actual proficiency did, although its effect was significantly negative.