Background and Objective: This study aimed to predict math anxiety based on task self-efficacy, knowledge, and cognitive regulation in female students. Materials and Methods: The statistical population in this descriptive-correlational study included all female first-grade high school students (n=510) in Tuyserkan City of Hamedan, Iran, in the academic year 2018-2019, of whom 217 students were selected as the sample using multi-stage cluster sampling method. Data collection tools included the Usher and Pajares Mathematics self-efficacy Scale, Abolghasemi Mathematical Exam Anxiety Scale, and Meta-cognitive Beliefs Questionnaire of Schraw and Dennison. Pearson correlation coefficient and simultaneous multiple regression model were used to test the research hypotheses. Data were analyzed using SPSS software (version 20). Results: The results of the analysis indicated a positive and significant relationship between meta-cognitive (cognitive knowledge and cognitive regulation) beliefs and students’,Mathematical task self-efficacy with Mathematical anxiety. However, the models of meta-cognitive beliefs and Mathematical self-efficacy could not predict the students’,Mathematical anxiety. In addition, each variable of meta-cognitive belief and Mathematical self-efficacy alone could not explain the Mathematical anxiety in students. Conclusions: Based on the findings of the present study and those obtained in the previous studies, it can be concluded that students with high self-efficacy can control their anxiety in anxious situations better than those with low self-efficacy.