Mathematics self-efficacy is considered an important variable in mathematics education because of its links to mathematics achievement. This paper reports on the development of the "Self-efficacy-effort in Mathematics Scale" (SEEMS), an instrument that has strong theoretical and psychometric properties. Based on a sample of n = 224 Australian primary students and n =133 secondary students, the instrument demonstrated positive correlations with related measures of mathematics achievement and mathematics self-concept. Girls had higher mathematics achievement within the primary and secondary school data. There were no significant gender difference in mathematic self-concept scores for the primary and the secondary school students. For mathematics self-efficacy, a gender difference was only identified in the high school data. The implications of this research to mathematics education practices are reviewed in the paper.