This study explores relations between students' perceptions of the classroom goal structures, their personal goal orientations, mathematics anxiety, and help-seeking behavior in mathematics classes. The respondents were 309 Norwegian middle school students. The data were analyzed by means of structural equation modeling (SEM). The analyses revealed that a mastery goal orientation was associated with lower levels of anxiety and more use of help-seeking behavior whereas performance-avoidance orientation predicted higher levels of anxiety and less use of help-seeking behavior. We found no direct relation between goal structure and mathematics anxiety or help-seeking behavior. However, the perceived goal structure was indirectly related to these variables, mediated through personal goal orientation.