Despite having a near perfect control over a ball, professional football/soccer players often miss penalties. Psychological factors (anxiety) are often named as explanations for these misses. A commonly used terminology is ‘choking under pressure’. In this study, functional near-infrared spectroscopy (fNIRS) was used to study the influence of the brain on this process. An ”in the wild” study was set-up (N=22), involving both experienced and inexperienced football players. Using permutation statistical tests, it could be concluded that activating task-irrelevant areas of the brain (PFC) were related to missed penalties and anxious players. Activating task-relevant areas, like the motor cortex, was associated with not being anxious. These results are in line with the neural efficiency theory. Furthermore the results of this study do suggest, no significant results, that the left temporal cortex and the connectivity between DLPFC and the motor cortex are involved as well. Anxious experienced players showed increased left temporal cortex activity and for inexperienced the opposite was observable and a higher DLPFC-motor cortex connectivity was related to performing under pressure. At last, this study also shows that it is possible to get reliable results during an ”in the wild” fNIRS experiment, involving physical activity.