This study examines the role of mathematics anxiety as a mediator between self efficacy and mathematics skills using a series of regression analyses suggested by Baron RM & Kenny DA(1986). The participants include college students who enrolled in the Food Service Production and Operation course in a department of hotel and restaurant management at a college in the United States. Descriptive analysis, principal component analysis, reliability test, and a series of regression analyses were used for data analysis using SPSS 19.0. In order to collect data for the study, General Self Efficacy Scale(GSES) and Math Anxiety Rating Scale(MARS) were utilized, and they turned out to be reliable(${alpha}$=.906 and ${alpha}$=.890, respectively). A significant negative relationship was found between self efficacy and mathematics anxiety. In addition, it was found that self-efficacious students performed better mathematics skills than those who had lower level of self efficacy. However, the relationship was no longer significant when the concept of mathematics anxiety was added, which satisfies the condition of mediation.