The relation between social dyadic variables such as teacher-student relationship quality (TSRQ) and student achievement have been well-documented within prior work; however, less research has focused on how TSRQ associates with achievement. We used longitudinal structural equation modeling to investigate the extent that teacher self-efficacy mediated the relationship between TSRQ and math achievement for 881 children in the National Institute of Child Health and Human Development Study. Teacher-student closeness had moderate to large positive effects on teacher self-efficacy, whereas teacher-student conflict had small to moderate negative effects on teacher self-efficacy, which then had small positive effects on math achievement. Closeness only had indirect effects on math achievement via teacher self-efficacy, whereas conflict had direct and indirect effects on math achievement. The results were consistent across grades, lending strength to the findings. This study provides researchers and practitioners evidence of an area that can be developed to potentially enhance student success in math.