Career anxiety has become a significant issue in today’s world, particularly in developing countries where job opportunities are scarce compared to the rising number of university graduates. The rapid advancement of artificial intelligence (AI) has heightened this anxiety by reshaping labour markets and automating an increasing number of job roles. Although numerous studies have examined general career anxiety among students, research particularly addressing career anxiety triggered by AI remains scarce. To address this gap, this article presents findings from an online survey conducted across five prominent public and private universities in Bangladesh. The survey examined students’ perceptions of artificial intelligence (AI) and its potential impact on their future careers. A total of 3156 students from various departments and academic years participated in the survey. The study covers students’ knowledge of AI, frequency of AI tool usage and perceptions of AI as a potential threat to their chosen professions and future employment. The dataset also records self-reported levels of career anxiety and strategies students use to prepare for an AI-driven job market. Statistical analyses and visualizations reveal variations of career anxiety across age, gender, academic year, department and AI knowledge level, as well as document the specific AI tools students perceive as potential threats to future employment. The dataset provides meaningful guidance for educators and policymakers in reshaping curriculum to prepare students for new workforce realities. It may also act as a foundation for future research in predictive modelling, labour market analysis, behavioural patterns and human–AI collaboration.