Background: Math anxiety (MA) emerges as a state of discomfort and anxiety when a student is faced with a math problem. Objectives: The present study aimed to investigate the association between self-esteem and classroom environment perceptions with math anxiety through the mediating role of mathematics self-concept (MSC) in female high school students. Methods: This descriptive-correlational study was conducted on all the female high school students in Ahvaz, Iran in the academic year 2020 - 2021. In total, 237 students were selected as the sample population via single-stage cluster sampling. Data were collected using the Math Anxiety questionnaire (MAQ), Self-Esteem questionnaire (SEQ), Dundee Ready Educational Environment measure (DREEM), and Mathematical Self-Concept questionnaire (MSCQ). The proposed research model was evaluated using structural equation modeling. Results: With the exception of self-esteem and classroom environment perceptions (CEPs), all the direct paths were significantly correlated with MA (P = 0.001). Moreover, the indirect paths of self-esteem were significantly correlated with MA considering the mediating role of MSC (β = -0.240; P = 0.002). Furthermore, a significant association was observed between CEP and MA, mediated by MSC (β = -0.129; P = 0.001). Conclusions: According to the results, the proposed model had a good fit and could be an important step in identifying the influential factors in the MA of students.