Guided by the school climate and social-emotional learning literature, this study explored math self-concept in relation to student-teacher relationships and students' sense of school belonging while accounting for sex differences. Participants included two random subsamples (Ns = 532; 558) of 15-year-old Canadian students who participated in the 2012 Programme for International Student Assessment (PISA). Results indicated that while student-teacher relationships were positively associated with math self-concept among boys, sense of school belonging was positively associated with math self-concept among girls. Moderated mediation analyses indicated that the indirect association between student-teacher relationships and math self-concept via the sense of school belonging was significant only among girls; the total effects model was only significant among boys. These findings were evidenced in both subsamples. Findings suggest the importance to not only enhance student-teacher relationships and students' sense of school belonging, but also to recognize how intervention efforts might vary depending on students' sex.