Students in distance education are expected to have low levels of happiness in learning. As such, they must possess coping behaviour and self-efficacy to become motivated in school. This article aims to depict the level of students’ coping behaviour, happiness, and self-efficacy in learning mathematics amid the COVID-19 pandemic and determine their association. Primary data were gathered through Google Forms from 233 available samples of mathematics students at Visayas State University, Baybay City, Leyte, Philippines. The data were summarized through selected descriptive statistics and depicted their relationship with the aid of Spearman rho correlation. In addition, K-means clustering was employed to categorize the students into similar characteristics in regard to coping, happiness, and efficacy. The results showed that students during the pandemic are coping, moderately happy, and possess moderate self-efficacy. The correlation analysis revealed that students’ coping behaviour, happiness level, and self-efficacy are highly and directly associated with each other. This suggests that the students’ coping, happiness, and efficacy levels must go together to achieve a good academic performance in mathematics during distance education. Moreover, the K-means clustering analysis revealed that there are a group of students with significantly lower coping behaviour, happiness level, and self-efficacy in learning. In conclusion, mathematics teachers must encourage their students to engage in the classroom to boost their coping, happiness, and efficacy. Furthermore, teachers must give interesting and realistic mathematics activities, however, doable and suitable for online learning amid the health crisis.