Path analysis was used to test the predictive and mediational role of self-efficacy beliefs in mathematical problem solving. Results revealed that math self-efficacy was more predictive of problem solving than was math self-concept, perceived usefulness of mathematics, prior experience with mathematics, or gender (N = 350). Self-efficacy also mediated the effect of gender and prior experience on self-concept, perceived usefulness, and problem solving. Gender and prior experience influenced self-concept, perceived usefulness, and problem solving largely through the mediational role of self-efficacy. Men had higher performance, self-efficacy, and self-concept and lower anxiety, but these differences were due largely to the influence of self-efficacy, for gender had a direct effect only on self-efficacy and a prior experience variable. Results support the hypothesized role of self-efficacy in A. Bandura's (1986) social cognitive theory.