The study aims to understand psychological processes relevant to learning argumentative writing in high school. Multi-group path analysis was used to explore whether self-efficacy mediates the relationship between writing anxiety and use of self-regulation across students with different goal orientation profiles. A cluster analysis identified three profiles: low on mastery and performance goals, mastery orientation, and high on mastery and performance goals. Results show that self-efficacy was a mediator only for students with mastery orientation and students high on mastery and performance goals. Writing anxiety, self-efficacy, and use of self-regulation strategies differed significantly across the distinct goal orientation profiles. Mastery orientation and multiple goal orientations are helpful in utilizing self-efficacy for overcoming anxiety and enhancing the use of self-regulation strategies.