Nigeria is experiencing the reality of climate change more than ever with Sea level rise, coastal and riverine flooding; erosion and desertification as ‘clouds of witnesses’. People’s perception and experiences appears to be the core issues that will influence their climate change anxiety level, a potent factor behind climate action. The younger generation would have a larger share of this experience and propensity for the worst hit including women. This background necessitated the need for the development of a Climate Change Anxiety Instrument (CCAI) for secondary school students. This research attempts to develop and test a reliable and valid instrument that will assess students’ level of anxiety towards the changes that climate change brings to bear on humans and the environment in general. The development phase, patterned alongside Computer Anxiety Scale (CAS) developed by Okebukola and Woda (1993), first involved 50 senior secondary school students and the final phase involved 90 senior secondary school students. Results compared students’ learning outcomes using constructivism, pictorial/discussion and traditional techniques. Pedagogy significantly influenced students’ climate change anxiety. The Tukey analysis shows pictorial/discussion significant differences among the group on climate change anxiety. Location significantly influenced students’ level of climate change anxiety in favour of rural students.