Mathematics interest is highly relevant for students' academical and emotional development in the domain of mathematics. Thus, it appears alarming that students' mathematics interest decreases during the course of secondary school. Teacher self-efficacy is a central facet of teacher motivation and is assumed to be highly relevant for student mathematics interest. However, there is a paucity of research that investigates the longitudinal and indirect relations through which teacher self-efficacy relates to students' interest through their teaching behaviors in mathematics classrooms. Therefore, in the present longitudinal study we aim to contribute to research by identifying how teacher self-efficacy for student engagement contributes to students' mathematics interest in secondary classrooms through student- and teacher-reported support. We used a sample of mathematics teachers (n = 50) and their students (n = 959). Longitudinal data of three measurement waves collected from German ninth grade mathematics classrooms were included in the analysis. Results of latent-manifest multi-level analysis showed that teacher self-efficacy for student engagement at Time 1 (beginning of ninth grade) positively predicted student-perceived, but not teacher-perceived, teacher emotional support at Time 2 (beginning of tenth grade), which in turn positively predicted students' mathematics interest at Time 3 (middle of tenth grade). A possible implication for mathematics teachers' educational practice involves strengthening mathematics teachers' self-efficacy for student engagement by means of direct interventions and in-servive training for mathematics teachers.