Understanding the development of mathematics self-efficacy has important implications. Based on Bandura's four sources of self-efficacy, most previous studies mainly examined whether the sources predicted or correlated with mathematics self-efficacy, which might have oversimplified the underlying mechanism of self-efficacy development. This study conducted an in-depth investigation into the sources of mathematics self-efficacy of Chinese junior high school students. A mixed-method approach was adopted, which incorporated semi-structured interview with the "Q-sorting" procedure. Twelve Chinese students (6 boys and 6 girls, mean age 13.2 years) were purposely selected based on gender and their mathematics self-efficacy levels. Findings showed that students with either high or low self-efficacy not only experienced different degrees of exposure to the sources of self-efficacy but also held diverse viewpoints about the effects of each source on their mathematics self-efficacy. Girls recalled receiving more social persuasion and experiencing more anxiety than boys in mathematics learning. Yet, girls' perceptions of the influence of each source were not significantly different from boys'. In contrast to previous studies conducted in western contexts, this study demonstrates Chinese students' different viewpoints about the influence of effort, competition and face issue on their mathematics self-efficacy. Findings of this study shed light on the complex mechanism underlying the development of self-efficacy in mathematics learning.