This study attempted to predict physics, chemistry, and biology and math course achievements of vocational high school students according to the variables of student self-efficacy, academic self-efficacy, state anxiety and trait anxiety. Study data were collected using a questionnaire administered to the students of a vocational high school located in Ankara, the capital city of Turkey. According to the results of the study, academic self-efficacy perceptions of students predicted achievement in physics, chemistry and math courses. Achievement in biology course, on the other hand, was predicted by student self-efficacy. When the results were examined according to the anxiety variable, trait anxiety was detected to predict physics course achievement and state anxiety to predict math course achievement. Study results showed that types and effects of anxiety and self-efficacy variables vary depending on the characteristics and nature of courses.