Math anxiety is a clinical pathology impairing cognitive processing in math-related contexts. Originally thought to affect only inexperienced, low-achieving students, recent investigations show how math anxiety is vastly diffused even among high-performing learners. This review of data-informed studies outlines math anxiety as a complex system that: (i) cripples well-being, self-confidence and information processing on both conscious and subconscious levels, (ii) can be transmitted by social interactions, like a pathogen, and worsened by distorted perceptions, (iii) affects roughly 20% of students in 63 out of 64 worldwide educational systems but correlates weakly with academic performance, and (iv) poses a concrete threat to students' well-being, computational literacy and career prospects in science. These patterns underline the crucial need to go beyond performance for estimating math anxiety. Recent advances with network psychometrics and cognitive network science provide ideal frameworks for detecting, interpreting and intervening upon such clinical condition. Merging education research, psychology and data science, the approaches reviewed here reconstruct psychological constructs as complex systems, represented either as multivariate correlation models (e.g. graph exploratory analysis) or as cognitive networks of semantic/emotional associations (e.g. free association networks or forma mentis networks). Not only can these interconnected networks detect otherwise hidden levels of math anxiety but - more crucially - they can unveil the specific layout of interacting factors, e.g. key sources and targets, behind math anxiety in a given cohort. As discussed here, these network approaches open concrete ways for unveiling students' perceptions, emotions and mental well-being, and can enable future powerful data-informed interventions untangling math anxiety.