Often pre-service early childhood and elementary teachers, many who are female, feel they are not good at math and appear uncomfortable at the prospect of teaching math. Given the influence pre-service teachers' attitudes toward math might have on their learning, as well as that of their future students, examining the precursors of mathematical self-efficacy will prove helpful to instructors teaching math in elementary education coursework. Of relevance to the current study, some findings indicate achievement goals are linked to one's self-efficacy for successfully completing mathematical tasks. However, published studies have not yet examined how the four achievement goals influence the self-efficacy for mathematical learning among pre-service elementary education students. Therefore, a unique purpose of this research is to focus on how achievement goals predict math self-efficacy among 163 female pre-service teachers enrolled in undergraduate elementary education math methods courses. Results reported here are part of a larger study examining pre-service teachers' achievement goals for mathematical learning. Both mastery-approach and performance-approach goals were positive predictors of pre-service teachers' self-efficacy for learning mathematics, while math anxiety predicted lower rates of self-efficacy.