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Using random intercept cross-lagged panel analysis, this study examined the longitudinal relations of mathematics anxiety to maternal achievement-oriented psychological control and academic contingent self-esteem in 336 Chinese adolescents from the age of 13 to 17. Results showed that, at the between-person level, adolescents who perceived their mothers as more psychologically controlling in achievement domains over time were also the ones with higher levels of academic contingent self-esteem and mathematics anxiety, compared with other adolescents. Our within-person analyses are in line with the within-person hypotheses that underline self-determination theory: adolescents’ perceptions of maternal achievement-oriented psychological control were linked to mathematics anxiety through academic contingent self-esteem. We also found that the association between maternal achievement-oriented psychological control and mathematics anxiety was bidirectional, which supports the transactional perspective of parental influence. This study contributes to the literature by elucidating potential processes and reciprocal associations involved in parental psychological control, academic contingent self-esteem, and mathematics anxiety.