In adaptive sports (also known as Para sports, disability sports, or Paralympic sports), athletes are assigned to classes that indicate their functional potential, regardless of talent, training, or experience. The aim of the present study among wheelchair basketball athletes (n = 141) was to explore the role of functional classification as a potential stressor. Specifically, we looked into the anecdotal relationship between classification and athletes’ concern about “performing in accordance with one’s class.” Based on a serial mediation research model, we examined the links between functional classification and three outcome variables (i.e., cognitive worry, somatic arousal, and game performance) through the mediator variables of perceived competitive demands and sport-specific self-efficacy. Unexpectedly, we did not find any evidence of a classification effect on either the mediator variables or competitive anxiety. However, we did find positive correlations between functional classification and athletes’ contribution to their team’s score, which align with research supporting the proportionality and the validity of the functional classification system. Moreover, regardless of classification, mediation analyses revealed an indirect link between perceived competitive demands and cognitive worry through sport-specific self-efficacy. These findings suggest that, regardless of classification, athletes’ self-efficacy may be increased by managing their appraisals of competitive demands and that their cognitive worries may be reduced by self-efficacy interventions.