The aim of the current study is to investigate the relationship between mathematics self-efficacy and mathematics achievement through cognitive domain as mediator. The sample of the study consisted of 374 eighth-grade students, 180 females and 194 males from the Sultanate of Oman. A partial least squares structural equation modeling used to analyze the data. The findings of current study revealed that self-efficacy has a direct effect on mathematics achievement, and indirect effect through cognitive domain. Cognitive domain partially mediate the relationship between self-efficacy and mathematical achievement.