An alarming number of students drop out of junior high school in developing countries. In this study, we examine the impacts of providing a social–emotional learning (SEL) program on the dropout behavior and learning anxiety of students in the first two years of junior high. We do so by analyzing data from a randomized controlled trial involving 70 junior high schools and 7,495 students in rural China. After eight months, the SEL program reduces dropout by 1.6 percentage points and decreases learning anxiety by 2.3 percentage points. Effects are no longer statistically different from zero after 15 months, perhaps due to decreasing student interest in the program. However, we do find that the program reduces dropout among students at high risk of dropping out (older students and students with friends who have already dropped out), both after eight and 15 months of exposure to the SEL program.