This study aims to explore the relationships among Turkish high school students' attitude towards physics, self-efficacy of learning physics, mathematics achievement, and physics achievement. To investigate the relationships, a unique questionnaire that identifies the attitude, self-efficacy and achievements were delivered to a total of 301 high school students. Then a hierarchical regression analysis was performed to reveal the relationships. The results of this study showed that whereas the dimensions "comprehension" and "requirement" in attitude towards physics positively and significantly predicted physics achievement, the dimensions "importance" and "interest" did not. Moreover, self-efficacy of learning physics and mathematics achievement were positive and significant predictors of physics achievement. Mathematics achievement was also the strongest positive predictor of physics achievement and this explained 18.8% of the variance in physics achievement. The students' physics achievement can be increased by developing their attitudes towards physics and self-efficacy of learning physics as well as increasing their mathematics achievement.