Teaching and training cardiopulmonary resuscitation (CPR) through simulation is a priority in Health Sciences degrees. Although CPR is taught as a simulation, it can still be stressful for the trainees since it resembles a real-life circumstance. The aim of this study was to assess the physiological effects and anxiety levels of health sciences undergraduates when faced with CPR process in different temperatures (room temperature, extremely cold, or extremely warm). This was a descriptive cross-sectional before–after study conducted during the 2018/2019 academic year with 59 students registered in the Faculty of Health Sciences of the Castilla-La Mancha University (UCLM). State Trait Anxiety Inventory (STAI) questionnaires were distributed among the students before and after the CPR simulation. We found greater level of situational anxiety in undergraduates faced with extreme adverse temperature scenarios (extreme heat and cold), especially in conditions of extreme heat compared to controlled environment (at room temperature). We discovered differences regarding sex, in which men scored 6.4 ± 5.55 points (STAI after CPR score) and women scored 10.4 ± 7.89 points (STAI after CPR score). Furthermore, there was less lactate in blood, before and during the event in individuals with anxiety. In addition, beginning in Minute 7, we observed a remarkable decrease (but not significant) in the performance of rescuers with anxiety. Programs targeted at promoting coping mechanisms to reduce anxiety before a critical clinic situation should be implemented in academic training.