This study investigated the mediating roles of self-efficacy and anxiety on the effects of teacher-student relationship on mathematical problem-solving ability. A total of 1667 fifth graders from central China participated in the large-scale survey. The findings indicated that (1) teacher-student relationship had a direct and positive effect on students' mathematical problem-solving ability; (2) the positive link between teacher-student relationship and mathematical problem-solving ability was partially mediated through self-efficacy; (3) the teacher-student relationship affected students' mathematical problem-solving ability through self-efficacy and maths anxiety, but the effect of self-efficacy on mathematical anxiety was smaller. Implications for the importance of teacher-student relationships in education as well as suggestions for future research are discussed.