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This study examines the effects of self-concept, self-efficacy, and grit on middle school students’ mathematics performance, as well as the gender differences in these relationships. Multi-group structural equation modeling was used to analyze data collected from approximately 2,600 Chinese students. Key findings indicate that girls did not underperform in mathematics compared to boys; however, they reported significantly lower math self-concept and self-efficacy. Mathematics self-concept and self-efficacy were strongly correlated, both positively contributing to students’ mathematics performance even after controlling for prior achievement. Perseverance also predicted post-test scores for both genders, though its effect was substantially weaker than that of self-concept and self-efficacy. Finally, parental education level, as an indicator of family background, strongly influenced children’s mathematics self-concept, self-efficacy, and grit.