The mathematics performance of Indonesian students is low, and there are still many students who have not reached the minimum level. Many factors affect students' mathematics performance, including math anxiety and self-efficacy. This study was conducted to determine whether there is a math self-efficacy medting role and effect between math anxiety and math performance. This research is quantitative research with a mediated path analysis model. The subjects were 236 students at MTs Nurul Huda Sedati who were taken using a proportionate stratified random sampling technique. To measure math anxiety, the Scale for Assessing Math Anxiety in Secondary School (SAMAS) and Alat Ukur Efikasi Matematika Indonesia (AUKEMI). And the original sc to measure math anxiety and self-efficacy, or the final semester exam to measure mathematics performance. The results showed (1) there is no direct effect between math anxiety and mathematics performance, with z-value = 0.873 and p = 0.382 (β = 0); (2) math self-efficacy fully mediates the effect between math anxiety and mathematics performance, with z-value = -2.006 and p = 0.045 on indirect effect, and z-value = -1965 and p = 0.049 on total effect;(3) math anxiety has a negative effect on math self-efficacy (β = -0.01). Thus, to improve mathematics performance, it will be more effective to focus on improving students' math self-efficacy.