For nearly 50 years, leaders in American industry, military, education, and politics have focused considerable attention on STEM (science, technology, engineering, and mathematics) education. Given the increased societal demand for STEM careers, the relationships among classroom climate, self-efficacy, and achievement in undergraduate mathematics needed to be examined. A purposeful sample of college algebra instructors (n = 15), employed at public 4-year universities in various states (n = 10) across the nation, was administered the "Principles of Adult Learning Scale" at the beginning of the semester to assess classroom climate. At the end of the course semester, their college algebra students (n = 326) were administered the "Mathematics Self-Efficacy Scale-Revised" and final college algebra examinations. The results of the multi-level analysis indicated: (a) students having higher mathematics self-efficacy also had higher mathematics achievement, (b) teacher-centered classroom climates had greater mathematics self-efficacy levels, (c) classroom climate was not a significant predictor of mathematics achievement, (c) classroom climate did not moderate the relationship between mathematics self-efficacy and achievement, and (d) although boys reported higher mathematics self-efficacy than girls, gender differences were not found to exist in regard to mathematics achievement.