Over the past two decades, researchers consistently demonstrated the importance of science teaching approaches and student self-efficacy in influencing their science achievement. These findings have become the foundation of science education reform. However, empirical supports of these relationships are limited to direct relationships and small-scale studies. Therefore, little is known about the mechanism of how teaching approaches and student self-efficacy affect student achievement. In order to fill these gaps, this study used a multilevel structural equation modeling approach to analyze the direct and indirect relationships between teaching approaches, student self-efficacy, and science achievement by using the data of US eighth grade students in the 2011 TIMSS assessment. The results indicated that none of the teaching approaches identified in this study were directly associated with student science achievement, but significant mediation effect was found between generic teaching and student science achievement through student self-efficacy. Implications of these results for US educational system and reform were discussed.