EFL learners’ reading performances can be greatly influenced by affective factors, such as anxiety and self-efficacy. This study investigates the effects of non-English major EFL learners’ reading anxiety and overall-English-learning self-efficacy on their reading proficiency. 209 non-English majors participated in the study. Two questionnaires, the Foreign Language Reading Anxiety Scale and the Questionnaire of English Self-Efficacy, and a TOEIC reading subtest were utilized to examine the relationship between the three variables. Open-ended questions at the end of two questionnaires were added to obtain learners’ perceptions of overall-English-learning self-efficacy and reading anxiety. Results showed that the relationship between overall-English-learning self-efficacy, reading self-efficacy, and reading proficiency was positive respectively whereas that between overall-English-learning self-efficacy and anxiety was negative, particularly for the students in the middle group. Reading anxiety, however, was not correlated with reading proficiency at different levels. Students had the highest level of reading self-efficacy when comparing to the self-efficacy of other language skills. They mostly experienced reading anxiety when reading unfamiliar vocabulary and sentence structures. To conclude, this study can be of importance in understanding the relationship between the three factors and provide language teachers with non-English major students’ sources of reading anxiety. Pedagogical implications are provided for language teachers’ future references.