This study aimed (i) to investigate how epistemic cognition in physics and metacognition, together with three dimensions of physics identity framework--recognition, physics self-efficacy, and interest-- predicted the overall physics identity of Turkish high school students and also (ii) to investigate gender differences in study constructs. A sample of 1197 high school students participated in the study. The collected data were analyzed using structural equation modeling. The analysis results indicated that the model fitted the data well, further motivating intervention studies to test the causal relations proposed in the model. The results showed that recognition and interest directly predicted physics identity and mediated the relation of physics self-efficacy to it. Metacognition and epistemic cognition predicted physics identity through physics self-efficacy. The study also observed significant direct and indirect relations among metacognition, epistemic cognition, self-efficacy, recognition, and interest. Furthermore, gender differences were found in the current study. While no gender difference was observed in metacognition and epistemic cognition in physics, male students scored higher than female students in physics identity, self-efficacy, recognition, and interest. However, the mediation analysis further indicated that gender differences in physics self-efficacy might explain gender differences in physics identity, recognition, and interest. The results of this study could motivate future interventions testing the effect of metacognitive and epistemic activities on both physics self-efficacy and identity, and also, the interventions testing whether practices that reduce the gender gap in physics self-efficacy will help eliminate the gender gap in physics identity, recognition, and interest.