Background: The recommendation from national documents and reports to promote inquiry-related science activities has not been supported by recent studies, which have found the overall frequency of inquiry activities to be negatively associated with student learning outcomes. This study was inspired by such conflicting reports and aimed to clarify the associations of science-specific, inquiry-related activities and epistemological beliefs with students' mathematical and scientific literacies. Results: A secondary analysis of the database from the Programme for International Student Assessment 2015 of Australia (N[subscript 1] = 14,530) and Taiwan (N[subscript 2] = 7708) utilizing structural equation modelling revealed that these two countries exhibited similar data patterns. Results suggested that open-inquiry activities (such as debating and planning experiments) had a negative relationship with secondary students' mathematical and scientific literacies. Structured inquiry learning (such as students explaining their ideas and teacher explaining how an idea can be applied to different phenomena) and epistemological beliefs about science were significant and positive predictors of student mathematical and scientific literacy performance. Conclusions: The current study further highlights and provides empirical evidence that the teacher's role in structured inquiry (especially pertaining to the relevance and applicability of these ideas) appears to be essential to the development of student literacy. Educational implications and recommendations are discussed.