Yoga is often viewed as a form of alternative and complementary medicine, as it strives to achieve equilibrium between the body and mind that aids healing. Studies have shown the beneficial role of yoga in anxiety reduction. The purpose of this study was to design and evaluate a 10-week social cognitive theory based yoga intervention to reduce anxiety. The yoga intervention utilized the constructs of behavioral capability, expectations, self-efficacy for yoga from social cognitive theory, and included asanas (postures), pranayama (breathing techniques), shava asana (relaxation), and dhyana (meditation). A one-between and one-within group, quasi-experimental design was utilized for evaluation. Scales measuring expectations from yoga, self-efficacy for yoga, and Speilberger's State Trait Anxiety Inventory, were administered before and after the intervention. Repeated measures analyses of variance (ANOVA) were performed to compare pre-test and post-test scores in the two groups. Yoga as an approach shows promising results for anxiety reduction.