People nowadays are increasingly dependent on mobile phones for daily communication, study, and business. Along with this it incurs the low-battery anxiety (LBA). Although having been unveiled for a while, LBA has not been thoroughly investigated yet. Without a better understanding of LBA, it would be difficult to precisely validate energy saving and management techniques in terms of alleviating LBA and enhancing Quality of Experience (QoE) of mobile users. To fill the gap, we conduct an investigation over 2000+ mobile users, look into their feelings and reactions towards LBA, and quantify their anxiety degree during the draining of battery power. As a case study, we also investigate the impact of LBA on user's behavior at video watching, and with the massive collected answers we are able to quantify user's abandoning likelihood of attractive videos versus the battery status of mobile phone. The empirical findings and quantitative models obtained in this work not only disclose the characteristics of LBA among modern mobile users, but also provide valuable references for the design, evaluation, and improvement of QoE-aware mobile applications and services.