The purpose of this study was to examine the relations between primary school students' conceptions of, approaches to, and self-efficacy in learning science in Mainland China. A total of 1049 primary school students from Mainland China participated in this study. Three instruments were adapted to measure students' conceptions of learning science, approaches to learning science, and self-efficacy. The exploratory factor analysis and confirmatory factor analysis were adopted to validate three instruments. The path analysis was employed to understand the relationships between conceptions of learning science, approaches to learning science, and self-efficacy. The findings indicated that students' lower level conceptions of learning science positively influenced their surface approaches in learning science. Higher level conceptions of learning science had a positive influence on deep approaches and a negative influence on surface approaches to learning science. Furthermore, self-efficacy was also a hierarchical construct and can be divided into the lower level and higher level. Only students' deep approaches to learning science had a positive influence on their lower and higher level of self-efficacy in learning science. The results were discussed in the context of the implications for teachers and future studies.