Using structural equation modeling, this study attempted to untangle the underlying mechanisms among student-faculty interaction, classroom engagement, and cognitive skills development by examining the role played by students' academic self-challenge and sense of belonging on the relationships among the variables. The study utilized data from the 2010 University of California Undergraduate Experience Survey and a sample of 5169 senior students across 10 campuses. This study found that student-faculty interaction is related to greater levels of classroom engagement, which in turn facilitates students' cognitive skills development and that students' academic self-challenge and sense of belonging mediate the relationship between faculty interaction and classroom engagement. Thus, the findings suggest that the pathways from student--faculty interaction to a desired college outcome seem more complex than those hypothesized in traditional college impact theories or models. The study discusses the theoretical and practical implications of the findings.