Using the Trends in International Mathematics and Science Study 2003 data, this study built mathematics achievement models of 8th graders in four countries: the USA, Russia, Singapore and South Africa. These 4 countries represent the full spectrum of mathematics achievement. In addition, they represent 4 continents, and they include 2 countries hugely influential in world events (the USA and Russia). In each country, students' self-concept of ability in mathematics, mathematics values, perception of school, teachers' and principals' perceptions of school and other characteristics related to the classroom and school were incorporated to build an achievement model through hierarchical linear modelling. The final achievement models suggested that among student variables, self-concept of ability in mathematics had the highest relation to 8th graders' mathematics achievement in all 4 countries. The relation between mathematics achievement and other student characteristics, along with the family, teacher and school variables, differed across the 4 countries. This suggests that self-concept of ability is a key variable for understanding achievement in high and low achieving countries and that other contextual variables vary in the magnitude of relations to mathematics achievement across countries.