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Guided by Control-Value Theory (CVT) of achievement emotions (Pekrun, 2024), this study examined how control-value (CV) appraisals contribute to the development of math anxiety (MA) at both the within- and between-person levels. Self-reports were collected annually from 3,110 students in Grades 7–12. Using longitudinal multilevel modeling, we found that control appraisals negatively predicted MA, while value appraisals positively predicted MA at both levels. Interaction effects emerged at the between-person and cross-levels, but not at the within-person level. Findings support CVT and underscore the importance of examining interactive CV effects to better understand the development of MA.