In poor-performing, resource-constrained education systems, such as South Africa, solutions to improve academic achievement have tended to focus on resources and cognitive factors. An area that requires more attention is the importance of non-cognitive, psychosocial factors and their relationship with academic performance. These factors are strongly associated with behaviour, playing a role in either facilitating or impeding the learning process. Understanding attitudes is therefore critical in interpreting achievement results with a view to improving them. This article used data from the 2019 Trends in International Mathematics and Science Study administered to 20,829 South African students in Grade 9 to investigate the confidence these students have in their mathematics ability (their self-efficacy) and the relationship with achievement. Linear regression analysis was employed to determine: (1) the relationship between Grade 9 students' self-efficacy and mathematics achievement in South Africa; and (2) the contextual factors that were associated with the mathematics self-efficacy of the students. The results indicate a positive correlation between students' self-efficacy and their performance in mathematics. In addition, good teaching practices and parental involvement in school activities were associated with higher levels of students' mathematics self-efficacy. Being female was associated with lower levels of self-efficacy. These findings have important implications for shaping educational policy and practice in the resource constrained context of South Africa, to enhance students' self-efficacy and performance in mathematics.