Extrapolating from social-cognitive theory, this research examined whether academic self-efficacy mediates the association between academic self-concept and the four facets of test anxiety (worry, interference, lack of confidence, emotionality) in a large sample of adolescent students (N = 845; M-age = 15.32; SD = 0.49) from Brandenburg, Germany. Quantitative data structural equation modeling (SEM) was employed to analyze these associations. Results showed that there are negative relations between academic self-concept and three facets of test anxiety (namely interference, lack of confidence, emotionality), which are mitigated through academic self-efficacy. All three identified indirect effects revealed full mediation. Overall, the current study extends the literature on test anxiety in education settings by highlighting the importance of academic self-efficacy for prevention and intervention strategies that aim to reduce adolescents' feelings of test anxiety, as academic self-efficacy fully mediates the association between academic self-concept and three facets of test anxiety, except for worry.