According to social cognitive theorists, people's judgments of their own capabilities to accomplish specific tasks strongly influence human motivation and behavior. Path analysis was used to test the influence of math self-efficacy and general mental ability on the math problem-solving performance of 329 high school students. A model that also included math anxiety, gender, and math background accounted for 61% of the variance in performance. Ability and self-efficacy had strong direct effects on performance. Ability also had a strong direct effect on self-efficacy, which largely mediated the indirect effect of ability and background on performance. Self-efficacy had a strong direct effect on anxiety, which, in turn, had a weak direct effect on performance. Although girls and boys did not differ in ability, self-efficacy, or performance, girls reported higher anxiety. Most students were overconfident about their mathematics capability. Results support the hypothesized role of self-efficacy in Bandura's (1986) social cognitive theory. Contains 51 references. (Author/MKR)