This study examined the link between two teaching characteristics (i.e., teacher support and cognitive activation) and achievement emotions in Chinese mathematics classrooms. The data were collected from 2232 students (49.9% male; M[subscript age] = 13.85, SD = 0.81) in 84 mathematics classrooms across 12 secondary schools in Jiangsu, China. The results clarified the mediating effects of control-value appraisals between teaching and emotions among students in rural and urban classrooms. Regarding indirect effects, teacher support was related to emotions through academic control and value in both groups. In comparison, cognitive activation was related to emotions through academic value but not control in rural classrooms. In urban classrooms, multiple mediating roles of control-value appraisals existed in activation and emotions. Besides, supportive teaching showed greater relations with achievement emotions compared with cognitive activation. The degree to which perceived teaching explained achievement emotions was more significant in urban classrooms than rural ones. Lastly, academic value played a critical mediating role between two kinds of teaching characteristics and most emotions.