This study, drawing on data from the Trends in International Mathematics and Science Study 2007, examined the predictive effects of multiple dimensions of mathematics and science self-concept--positive affect toward mathematics and science and self-perceived competence in mathematics and science--on mathematics and science achievement among 1,752 first- and second-generation immigrant adolescent students in Canada. First- and second-generation immigrant adolescent students' self-perceived competence in mathematics had positive predictive effects on their mathematics and science achievement. In contrast, first- and second-generation immigrant adolescent students' positive affect toward mathematics had negative predictive effects on their mathematics and science achievement. While first- and second-generation immigrant adolescent students' self-perceived competence in science had no significant predictive effect on their mathematics achievement, it had a positive predictive effect on their science achievement. Positive affect toward science had positive predictive effects on second-generation immigrant adolescent students' mathematics and science achievement, whereas it had no significant predictive effects on first-generation immigrant adolescent students' mathematics and science achievement. Implications of the findings for policy and practice are discussed.