This study was conducted to investigate the causal relationships between attribution styles, mathematics self-efficacy beliefs, gender differences, goal setting, and math achievement of school children. The subjects were 99 seventh-grade students (56 male and 43 female), from public schools in Sooke, Canada, who were selected randomly to participate in this study. A model was tested, using AMOS software. The scales used consisted of modified Stipek s (1993), Attribution for Performance in Math, Self-Efficacy Scale, the Foundation Skills Assessment tests and Lock and Bryan (1968) modified Students Grade Goals Rating Scale. The results showed that the model was statistically fit and that student s math selfefficacy was influenced by his/her attribution. A significant relationship was found between self-efficacy and internal attribution. Also, the path between math selfefficacy and goal setting was significant, implying that self-efficacy plays a key role in students goal setting. In addition, the students goal setting was a predictor of the math achievement. Actually, those students who set higher goals for themselves in mathematics get better grades in math. The effect of self-efficacy on math achievement was indirect, through goal setting. The significant path between the attribution and math achievement shows that the explanatory styles influence math achievement. In other words, those students who attribute the causes of their success in math to internal factors receive higher grades, and those students who attribute the causes of their failure in math to internal factors get lower grades in mathematics.