Background and Objectives: Nowadays, dental anxiety is one of the most common problems among the masses globally, causing individuals to avoid seeking dental treatment, which in turn leads to deterioration of quality of life related to oral health. Despite the technological advances in dentistry such that less pain is felt and high comfort performance is maintained, dental anxiety is still seen in individuals. Non-surgical periodontal therapy can be the cause of tension, anxiety, and stress. The aim of this study is to evaluate the possible relationships between pain perception and dental anxiety in individuals who underwent supragingival scaling. Materials and Methods: In our study, 226 individuals (114 female and 112 male) who were referred to the Dicle University Faculty of Dentistry, Department of Periodontology and who underwent supragingival scaling treatment were included. Participants were asked to complete the Modified Dental Anxiety Scale (M-DAS) and the Visual Analog Scale (VAS) to determine anxiety and pain levels and questionnaires containing information on gender, age, education level, previous dental visits, and complications. Results: The M-DAS score for females was significantly higher compared to males (p < 0.05). However, there was no statistically significant difference between genders regarding VAS scores. No statistically significant difference existed between M-DAS and VAS scores and education levels. There was a statistically significant relationship between M-DAS and VAS scores in females (p < 0.05). Conclusions: M-DAS and VAS scores in male patients did not show any statistically significant difference. Female patients exhibited higher levels of dental anxiety, and VAS scores were increased in females; M-DAS scores were also increased.