Math anxiety is a widespread problem for children and adolescents worldwide. However, the psychological trait of math anxiety is poorly understood. The present study aimed to examine the psychological construct of math anxiety among social-emotional attitudes. A total of 28,726 students, including 17,378 fourth graders and 11,348 eighth graders, were selected from the Qingdao Basic Education Quality Assessment database using multi-stage cluster random sampling. There were 10 questionnaires assessing social-emotional attitudes in the database. Pearson's correlation analyses were performed to examine the intercorrelations between social-emotional attitudes and mathematical performance. Exploratory factor analysis (EFA) was conducted to examine the psychological structure of these 10 social-emotional attitudes. After controlling for other social-emotional attitudes, math anxiety had a weak but significant correlation to mathematical performance in most subtests across grades.Among three-factor, four-factor, and five-factor EFA models, math anxiety was an independent factor that was separate from other social-emotional attitudes across six parallel subtests in grades four and eight. Math anxiety is a stable and independent psychological construct that is separate from other social-emotional attitudes. It suggests that math anxiety should be considered as a distinct anxiety disorder specific to mathematical learning in subsequent versions of the Diagnostic and Statistical Manual of Mental Disorders.