This study investigates the structure and cross-cultural (in)variance of mathematical self-beliefs in relation to mathematics achievement in two world regions: Confucian Asia (Singapore, South Korea, Hong Kong and Taiwan) and Europe (Denmark, The Netherlands, Finland, Serbia and Latvia). This is done both pan-culturally and at a multigroup-level, employing multiple regression analysis and structural equation modeling on a sample of 7167 students (modal age 15.1) from nine countries in Confucian Asia and Europe. As expected, Confucian Asian countries were lower on self-concept and higher on math anxiety than European countries. In contrast, confidence, a relatively new measure of self-belief, shows little difference between regions, yet is the single most important predictor of math accuracy both within each country and pan-culturally. It accounts for most of the variance explained by the other self-constructs combined, has excellent psychometric properties, and is simple to administer. Self-efficacy adds only a very small amount of incremental validity when confidence is in the equation. There are significant differences between the two world regions in terms of calibration--Europeans are more overconfident--due to lower overall mathematics scores of students from Serbia and Latvia. (Contains 9 tables and 9 figures.)