The purpose of this study is to examine the relationships between math anxiety, math attitudes, and self-efficacy. Participants were 372 university students who were enrolled in Sakarya University, in Turkey. In this study, the Revised Mathematics Anxiety Rating Scale, the Mathematics Attitudes Scale, and the Self-efficacy Scale were used. Using correlation analysis, math anxiety was found negatively related to positive attitudes and self-efficacy and positively to negative attitudes. On the other hand, positive attitudes were found positively associated with self-efficacy and negatively with negative attitudes. According to the path analysis results, positive attitudes were predicted positively and negative attitudes predicted negatively by self-efficacy. Also, self-efficacy and positive attitudes predicted math anxiety in a negative way and negative attitudes predicted math anxiety in a positive way. Results were discussed in the light of literature.