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The study examined how Chinese students’ affective characteristics are related to mathematics literacy, while considering the effect of their individual and familial features. It also investigated how school contexts moderated the relationship between students’ affective characteristics and their mathematics literacy. PISA data from 21,228 Chinese students were analyzed using Hierarchical Linear Modelling (HLM). It concluded that almost all Chinese student affective characteristics in this study were significantly related to their mathematics literacy. Examining the school-level contextual variables, it showed that public schools tend to have a greater impact than private schools on moderating the relationships between mathematics anxiety, mathematics self-efficacy, mathematics intention and mathematics literacy, respectively.