Bandura states that self-perceptions can affect a student’s actions, thus affecting performance in the classroom regardless of actual knowledge (as quoted in Pajares, 1995). The purpose of this research study is to determine any relationship between math self-efficacy and performance in the classroom. This research was done in an Algebra II classroom in an urban high school. Through the use of teacher journals, questionnaires, exit slips, and recent literature on the topic, research data were collected. These data sources were analyzed through the use of Betz and Hackett’s (1989) self-efficacy theory. Data indicated that students with low self-efficacy often perform poorer in grade based performance and the contrary is true for students with high self-efficacy. Findings suggest that improving a student’s math self-efficacy develops performance in the classroom.