The cross-sectional field survey examined the roles of mathematics anxiety, self-esteem, proactive coping, and test stress in mathematics achievement among 204 (151 females) randomly selected Year 8-10 Brunei secondary school students. The negative dimensions of mathematics anxiety, self-esteem, and proactive coping correlated negatively with mathematics achievement and were both poor predictors of and barriers to mathematics achievement. Both test stress components (intrusive and avoidance) also related negatively with mathematics grades and were poor predictors of mathematics achievement. In addition, females scored significantly higher on negative self-esteem and intrusive stress variables than males. Furthermore, mathematically less able students scored significantly higher on the negative mathematics anxiety and negative self-esteem domains than more able peers. Moreover, positive proactive coping was a good predictor of mathematics achievement. Overall, the findings have practical significance indicating psychological areas where attention, counselling efforts and educational interventions need to be directed to help the at-risk and vulnerable students.