Background: Students' academic performance and learning experiences are crucial in school education, yet their relationships with instructional characteristics remain an open question. Aims: The present study examined how cognitive activation and teacher support were associated with students' academic emotions and achievement in math classrooms via domain- and task-specific self-efficacy. Sample: In total, 5388 eighth graders from central China participated in this study. Methods: Cognitive activation, teacher support, math-related enjoyment and anxiety, and domain- and task-specific self-efficacy were measured with self-reported student questionnaires. The math achievement was measured with a standardized test. Results: Our findings showed that the two instructional characteristics were positively related to math achievement and enjoyment but negatively related to math anxiety, with the mediation effects of task- and domain-specific self-efficacy. In detail, cognitive activation had a stronger relationship with math anxiety through task-specific self-efficacy than domain-specific self-efficacy. Whereas, cognitive activation had a greater linkage with math enjoyment through domain-specific self-efficacy than task-specific self-efficacy. In addition, teacher support had a greater association with learning outcomes through domain-specific self-efficacy than task-specific self-efficacy. Conclusions: The relational mechanism of cognitive activation and teacher support on math achievement and academic emotions were differentially mediated by task- and domain-specific self-efficacy in Chinese math classrooms.