This study examined the links between multiple levels of belonging and forms of behavioral and emotional engagement among STEM undergraduates in five geographically and culturally distinct institutions in the United States. Data were gathered from a survey specifically designed to capture the links between these key elements of the undergraduate experience. Results from over 1500 student participants in the survey clearly supported the importance of belonging for behavioral and emotional engagement in STEM courses when measured in the context of the classroom. The most consistent and significant links among models for the five participating institutions occurred between belonging at the class level and positive emotional engagement, while the least frequent and least consistent occurred between belonging to the university and all forms of engagement. Patterns of association to engagement were also similar for belonging and self-efficacy. The results of this study confirm the importance of belonging in the STEM classroom context and provide additional insights into the concurrent importance of self-efficacy in supporting student engagement. These results also demonstrate that belonging is a distinct attribute related to engagement and is not simply reducible to feelings of self-efficacy.