In recent years, a considerably high number of research studies have looked into the use of virtual worlds (VWs) for language learning. A number of authors have hypothesised about the effects of anonymity when foreign language interactions are conducted via VWs. This study addresses the effect that the anonymity experienced in VW interaction may have on participants that present different affective profiles. The participants are 18 students (five male, 13 female) aged between 19 and 20 years old and registered in a Spanish undergraduate degree at the University of Roehampton (London). They were involved in four tandem oral interaction activities in the VW Second Life with a group of native Spanish students from the Universidad de Cádiz (Spain). A mixed-methods research design with quantitative and qualitative data was applied. Data were collected about the participants’ foreign language anxiety (FLA) levels, self-efficacy beliefs, and psychological profile (introvert/extrovert). Participants were also asked to answer three open-ended questions about how they felt during the interaction in the VW. The results obtained reveal a strong relationship between self-efficacy beliefs and the anonymity effect experienced by students, although no correlation was found between the participants’ FLA levels or personality profiles and their experience of the anonymity afforded by the VW.