This research was carried out to examine middle school students' perceptions of mathematics self-efficacy and their concerns about mathematics. In the research, the Mathematics Anxiety Scale was used to determine students' anxiety levels and the Self-Efficacy Scale was used to determine the level of self-efficacy perceptions. The sample of the study consists of 169 middle school students studying in a middle school in Kayseri in the 2019-2020 academic year. Middle school students were identified by a convenient sampling method, and the research was supported by a survey model from quantitative research methods. Independent groups t-test was used to determine whether students' perceptions of self-efficacy and anxiety levels differed by gender, and Pearson correlation analysis was used to determine the relationship between anxiety and self-efficacy. Results showed that math anxiety levels did not differ significantly according to gender. Mathematics anxiety levels did not differ significantly according to grade level, while mathematics self-efficacy differed according to grade level. It was observed that there was a moderately significant relationship between mathematics anxiety levels and mathematics self-efficacy perceptions of middle school students.