Data pre-processing is an important step in the data mining process. Data preparation and filtering steps can take considerable amount of processing time. Data pre-processing includes cleaning, normalization, transformation, feature extraction and selection. In this paper, Iliou and PCA data preprocessing methods evaluated in a data set of 103 students, aged 18–25, who were experiencing anxiety problems. The performance of Iliou and PCA data preprocessing methods was evaluated using the 10-fold cross validation method assessing seven classification algorithms, IB1, J48, Random Forest, MLP, SMO, JRip and FURIA, respectively. The classification results indicate that Iliou data preprocessing algorithm consistently and substantially outperforms PCA data preprocessing method, achieving 98.6% against 92.2% classification performance, respectively.