The purpose of the present study was to investigate the effects of selfefficacy, goal orientation and math anxiety on math performance of high school students, majoring in math, in Tehran, using a path analysis model. The sample was 240 (120 male and 120 female) second grade high school students who were selected by multi-stage sampling method. Several questionnaires were used for measuring goal orientation, math self-efficacy and math anxiety. Also, the final exam grades were used for measuring math performance. The results of path analysis showed that self-efficacy was not a good mediator between math anxiety and goal orientation, but the direct paths from mastery goal orientation to self-efficacy, from performance avoidance goal to math self-efficacy, and from math anxiety to math selfefficacy were significant. Finally, the modified model, with math anxiety as mediator, was tested and indicated a better fit.