In the light of present problems with stress related illness in organizations, often affecting women working in health care, the purpose of the current study was to examine proactive and malleable factors that could influence nurse’s perception of work stressors. Based on a model, self-efficacy and grouped organizational factors were examined as antecedents to the outcome of anxiety and stress via cognitive appraisals. The mediating role of the cognitive appraisals was further examined. The sample consists of 117 nurses and assistant nurses of which 112 were females working at a hospital in southern Sweden. The analyses were conducted with simple and multiple regressions. The result revealed that self-efficacy and the organizational factor together serve as antecedents to cognitive appraisals of stress, however, contrary to previous research, not to all appraisals. The mediating role of the cognitive appraisals showed that the harm appraisal mediate the relation between the organizational factor and the outcome of both anxiety and stress. The threat appraisal is found to partly mediate the relation between the organizational factor and the anxiety outcome as well as the stress outcome. The result further showed a none mediation role for the challenge appraisal between any of the antecedents and the outcomes, which suggest that the challenge appraisal do not serve as an underlying mechanism in either relationship. Other relations in the model are further shown and discussed in the study together with limitations, implications and suggestions of future research.