This paper reports a cross-national study on students´ mathematical skills, mathematical self-concept, and test anxiety in grade 3. A total of 172 students from 6 different schools in Finland and Sweden participated in the study. We utilized structural equation modelling and specified a multigroup confirmatory factor analysis model to investigate the relationship between mathematical skills, mathematical self-concept and test anxiety in boys and girls. Consistent with the literature we found evidence for strong relationship between mathematical skills and mathematical self-concept. In contrast to the literature no relationship between mathematical skills and test anxiety was found. However, mathematical self-concept was found to be related to test anxiety, which is in line with previous research. Gender differences in favour of boys emerged in the level of mathematical self-concept and test-anxiety but not in mathematical skills.