Objectives: The main purpose of the present study was to discover the underlying mechanisms of anxiety in Wells’ metacognitive theory of anxiety. This could be accomplished through studying the relations between all kinds of meta-cognition in Nelson and Narens’ theory and Wells’ theory of metacognitive anxiety. Therefore, as a first step, the relations among metacognitive anxiety and Judgment Of Learning (JOL) and delayed Judgment of Learning (dJOL), as different supervisory metacognitive skills were studied. Method: Two hundred and ninety volunteer university students (146 men and 144 women) were assessed using JOL and dJOL task as well as Anxious Thought Inventory (AnTI). Data were analyzed using correlation and stepwise regression. Results: Results showed positive correlations of JOL and dJOL with metacognitive anxiety, and all of its subscales between 0.15 and 0.21. Stepwise regression analyses also indicated that Social worriness alone, can predict 4.4% and 3.9% of variance of JOL and dJOL respectively. Nevertheless, the mentioned correlations were weak and the obtained percents were very low. Conclusion: Because of weak relations, we can infer that JOL is not the underlying impaired mechanism mentioned in Wells’ theory, and there are probably other underlying meta-cognitive mechanisms involved.