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This study is inspired by the theoretical assumption that the social, cultural, and school environments may influence students’ efforts in learning mathematics that mediated the relationship between mathematics self-beliefs and achievements. It explores the casual relationships between students’ self-efficacy and their mathematics achievements as mediated by time on homework drawing on Hong Kong student data from TIMSS 2007. It found that Hong Kong students had overall lower self-efficacy scores in mathematics, they spent more time on homework, which helped them achieve higher mathematics performances. This finding explains the paradoxical relationship between self-efficacy and mathematics achievements found among Eastern Asian students and calls for further conceptualization and examination about the relationship between self-efficacy, mediating factors including efforts, and mathematics achievement.