Many of the students describe mathematics as hard and hard while others say challenging and thought-provoking subjects. Students’ difficulty in learning mathematics makes them anxious and tend to develop mathematics anxiety and self-efficacy. A sense of anxiety that involves insecurity and fear towards mathematics is referred to as math anxiety while self-efficacy is the perseverance of the learner to continue working on the assigned task. Learning about students' anxiety in mathematics and self-efficacy in relation to their performance during class could be the most crucial factor in achieving proficiency in this area. This descriptive - correlational study examined the relationship between the selfefficacy, anxiety, and academic performance of students in mathematics. A sample of 89 students was randomly selected for this study. A questionnaire on students’ level of mathematics anxiety and self-efficacy adopted from May (2009) was used where quantitative data were analyzed using correlation, t-test, and descriptive analyses. The results showed that a significant negative correlation value of r=-0.038 was found. This implies that students who exhibit high levels of math anxiety have lower academic achievement. Conversely, individuals who are less preoccupied with mathematics typically achieve better grades and academic success. In addition, self-efficacy is positively correlated to academic performance and that students who have high self-efficacy showed better performance in learning and thinking and should also have better performance in evaluative level of learning. Moreover, female is gender has no significant relationship to students mathematics anxiety.