Attentional control deficit has been proposed as one of the reasons for lower arithmetical performance in people with high math anxiety (HMA). Previous research trying to discern whether this deficit concerned proactive or reactive use of attentional control has been criticised because the methodologies used were mostly suited to investigating reactive control only. The aim of this study was to investigate proactive control in HMA individuals in a classical Stroop task. Twenty HMA and 20 low math-anxious individuals (LMA) named the ink colour in which congruent and incongruent colour words as well as X strings (neutral condition) were presented. The HMA group was slower than their LMA peers in the congruent and incongruent conditions only. Furthermore, HMA individuals showed a higher interference effect. Last, only LMA participants showed a facilitatory effect of the congruent condition. These results are interpreted as indicating the presence in the HMA individuals of a task conflict between the task to perform (ink naming) and an irrelevant task triggered by the stimuli (word reading). Task conflict is evident only when proactive control, responsible for maintaining the current goals, is too weak to solve the competition between tasks. Therefore, this study confirms that HMA individuals find it difficult to implement attention proactively.