Mathematics is seen as the most frustrating subject and has the highest failure rate, and is the subject that students tend to fear the most, and this anxiety turns into a math phobia. Due to the complexity of mathematics, some students are anxious about learning it. Therefore, the objective of this paper was to analyze the relationship of playing computer games to the level of mathematical anxiety in students. The methodology chosen for this study is a correlational research design. The selected sample was represented by 76 students from the music high school "Lorenc Antoni" and the lower school "Heronjtë e Lumës" Prizren from Kosovo. A questionnaire with two sections was used for data collection, where the first section measures the level of students' anxiety about mathematics and the second section measures students' liking for computer games. The results from this research show that there is a correlation between students' anxiety about mathematics and playing computer games, and vice versa. Consequently, it is argued from students' perceptions that their mathematics anxiety is likely to affect the learning environment by playing computer games.