We conducted three experiments to determine if engaging in self-enhancing humor can alleviate state anxiety associated with an anticipated stressful event. In all three experiments, participants imagined they were about to take a stressful math test. In Experiment 1 participants who engaged in self-enhancing humor while anticipating taking the test experienced less state anxiety than those who engaged in self-defeating humor or no humor at all. Experiment 2 demonstrated that engaging in self-enhancing humor reduced state anxiety more than mere instructions to adopt a non-serious, humorous outlook in the stressful situation. Experiment 3 revealed that self-enhancing humor alone induced participants to adopt a humorous perspective on the stressful math test, but that participants responded with the least state anxiety when they were also given instructions about how to use the humor to reframe the math test. Collectively, our findings corroborate and extend previous correlational studies showing that self-enhancing humor can alleviate state anxiety associated with a stressful event.