Over the years, researchers in the behavioural field have written extensively on one or a combination of identified key components of performance management (PM) especially to predict employees’ performance (EP). However, this empirical study uses Goal Setting (GS), Training and Development (T&D), and Performance Appraisal (PA) as indices of PM vis-a-viz EP using the Lagos State Public Service (LSPS) as the study theatre. This was largely because it was found that these three elements have not been combined by earlier researchers as indices of PM to predict EP. The objective is to examine the effect of performance management on employees’ performance in the public service. Using descriptive survey design, 3,913 employees across 10 MDAs from the eight sectors of the LSPS, form the sample frame of study. Raosoft sample estimator based on 4% error margin and 95% confidence level yielded 521 sample size. Out of the 521 copies of the structured questionnaire administered only 418 were considered useful for analysis; that was 80.2% response rate. Data generated were analysed with SPSS version (25). The models were estimated using ordinal Regression and the result revealed that PM elements all have positive and significant effects on EP. It was also discovered that PA drives EP the most, followed by GS, and T&D respectively. This empirical study thus recommended that the public sector in its PM efforts should prioritise the PA of its employees by ensuring proper planning to achieve desired EP