Research indicates that students who develop strong academic and self-efficacy beliefs are better able to manage their learning. The present research investigated the mediating role of academic self-efficacy in the relationship between goal orientation and mathematics performance. Participants were 297, girls (149) and boys (148), students aged 16-18 years were selected from ten high schools in two areas of Shiraz. Participants completed the Elliot-McGregor's Goal-orientation Scale (2001) & Greene, Miller, Crowson, Duke, & Akey's Academic self-efficacy Scale (2004) and mathematics' score was used as a mathematics performance. To examine reliability of measures, Cronbach alpha coefficient, and to determine validity, factor analysis were used. The path diagram of hypothetical model was tested by simultaneous regression analysis, according to steps recommended by Baron and Kenny(1986). Results showed that: a) Mastery-Approach goal was positive predictor for mathematics performance. b) Performance-Avoidance goal was negative predictor for mathematics performance. c) The relationship between Mastery-Avoidance goal and performance-approach goal and mathematics performance were not significant in the final model. d) Academic self-efficacy was a mediator between Goal orientation and mathematics performance. e) Mathematics performance of girls was better than boys.