In this mixed-methods research, the relationship between four factors of individual online learners and their mathematics self-concept was explored. In addition, the challenges the students faced in learning mathematics online during the Coronavirus disease (COVID-19) pandemic were determined. The participant students were from two mathematics classes offered online during the summer of 2020. Pure online classes were first offered during this period because face-to-face learning sessions were suspended due to the COVID-19 pandemic. It was found that students owned the devices they were using for online classes. Internet connection and power interruption were the most problematic aspects of online learning. Students had positive as well as negative mathematics online learning self-concepts. Individual factors were partly related to mathematics self-concept. Qualitative data shows that students faced technological, personal, domestic, assessment, pedagogical, consultation, and test anxiety challenges. Implications and recommendations for teaching mathematics in an online environment are offered.