Background Students’ self‐concept of ability is an important predictor of their achievement emotions. However, little is known about how learning environments affect these interrelations. Aims Referring to Pekrun’s control‐value theory, this study investigated whether teacher‐reported teaching quality at the classroom level would moderate the relation between student‐level mathematics self‐concept at the beginning of the school year and students’ achievement emotions at the middle of the school year. Sample Data of 807 ninth and tenth graders (53.4% girls) and their mathematics teachers (58.1% male) were analysed. Method Students and teachers completed questionnaires at the beginning of the school year and at the middle of the school year. Multi‐level modelling and cross‐level interaction analyses were used to examine the longitudinal relations between self‐concept, teacher‐perceived teaching quality, and achievement emotions as well as potential interaction effects. Results Mathematics self‐concept significantly and positively related to enjoyment in mathematics and negatively related to anxiety. Teacher‐reported structuredness decreased students’ anxiety. Mathematics self‐concept only had a significant and positive effect on students’ enjoyment at high levels of teacher‐reported cognitive activation and at high levels of structuredness. Conclusions High teaching quality can be seen as a resource that strengthens the positive relations between academic self‐concept and positive achievement emotions.