Many undergraduate students avoid mathematics classes due to math anxiety. This curtails options, particularly STEM majors where workers are needed and jobs are prevalent. This study aimed to investigate whether self-efficacy, mindfulness, and self-compassion predicted math anxiety. Participants of this study were undergraduate students (N = 345) from the Mathematics Department at a large Southeastern U.S. university. There was a significant difference in math anxiety scores between students pursuing STEM and non-STEM degrees. Non-STEM majors had higher scores on a measure of math anxiety. Hierarchical multiple regression results suggested that self-efficacy and self-compassion predicted math anxiety. There was a significant correlation, but not a predictive relationship, between mindfulness and math anxiety.