The present study explored the relationships between student engagement and mathematics achievement for 295,416 15-year-old students from 11,767 secondary schools in 34 countries who participated in the Program for International Student Assessment (PISA) 2012. Affective engagement was measured by students' mathematics interest (InterestMath) and perceived usefulness of schooling (PerceptionSch), behavioral engagement by behaviors facilitating mathematics learning (BehaviorMath) and participation in mathematics learning activities (ActivitiesMath), and cognitive engagement by openness (Openness) and perseverance (Perseverance) in problem-solving. Results showed that students who were more engaged had higher levels of academic achievement, with cognitive engagement having the strongest association with achievement. Results also showed that students who were highly engaged in two domains had higher achievement levels than peers who were engaged in only one domain in six pairwise comparisons (InterestMath-BehaviorMath, InterestMath-Openness, InterestMath-Perseverance, PerceptionSch-BehaviorMath, PerceptionSch-Openness, PerceptionSch-Perseverance). These results highlighted the importance of a whole-school based approach in enhancing student achievement.