Learning strategies and affective factors could have a profound impact on student standardized mathematics performance. This study investigated gender differences in affective factors, learning strategies, and preferred learning situations, and how these variables affect math achievement of 15 year olds in the United States and Hong Kong on the PISA 2003 assessment. Math self-efficacy was found to be the best predictor of math performance in both countries. A striking mismatch was identified between Hong Kong students' superior math performance and extremely low math self-concept and between U.S. students' high confidence and weak performance. In addition, U.S. students' interest in math was significantly negatively related to their math performance. Contrary to a widely reported finding that East Asian students emphasize memorization, U.S. students were found to heavily rely on memorization strategies, which was also a negative predictor of math achievement. (Contains 3 figures and 4 tables.)