The study tests the theoretical and methodological models of the direct feedback loop in which mathematics self-concept and achievement are specified as both causes and effects of each other using the TIMSS–2011 cross-sectional data set. The participants were students in grades 8–9 from five African countries participating in TIMSS–2011 (N=38,806, MAge =15.42, SD =1.37). Using nonrecursive structural equation models, the author examined the reciprocal-effects model indicating that achievement has an effect on self-concept (skill-development model) and that mathematics self-concept has an effect on achievement (self-enhancement model). There was support for the skill-development, self-enhancement as well as direct feedback loop models. Discussion centres on the theoretical, methodological, and practical implications of the results.