A single-subject research design was used to test the effectiveness of a cognitive-behavioral intervention in reducing state anxiety and improving sport performance. The subject was a small-bore rifle shooter who suffered from high levels of competition-related anxiety. Initially, self-report, physiological, and behavioral measures of baseline state anxiety were obtained during competition. A 6-week intervention program was then implemented. This program included training in relaxation, thought stoppage, refocusing, coping statements, and biofeedback. An opportunity to practice using these procedures in competition was provided. Measures of state anxiety and performance were then obtained in a second competition. Results revealed that cognitive anxiety, somatic anxiety, gun vibration, and urinary catecholamines decreased whereas self-confidence and performance increased from baseline to treatment. The importance of examining multiple dimensions of state anxiety using a multimethod, idiographic approach is discussed.