We investigated the extent to which perceived structure and personal achievement goals could explain students' effective learning strategies and affect-related experiences in a sample of Greek adolescent students (N = 606; 45.4% males; mean age: M = 15.05, SD = 1.43). Having controlled for students' social desirability responses, we used multilevel analyses, and found that between-student (i.e., within class) differences in perceived structure related positively to learning strategies and positive affect and negatively to negative affect, with the relations being partially mediated by competence need satisfaction. In addition, we found between-student differences in the relations of mastery-approach, performance-approach, and performance-avoidance goals to the learning-strategy and affect outcomes. Moreover, at the between-class level, perceived structure related positively to learning strategies and positive affect, and negatively to depressive feelings. Finally, an interesting cross-level interaction between perceived structure and performance-avoidance goals for negative affect revealed that well-structured classrooms attenuated the positive, harmful relation between performance-avoidance goals and negative affect. These findings indicate the key role of structure and the endorsement of mastery-approach goals in the classroom. (Contains 2 tables and 2 figures.)