There are various factors influencing learning and academic achievement of individuals. These may be external factors which do not arise from the individual, or affective factors which are closely related with the individual. In this study, affective factors such as anxiety, self-efficacy, and learned helplessness which influence learning performance of prospective teachers in mathematics were investigated with respect to their various characteristics, the mediating effect of self-efficacy in the relationship between mathematics anxiety and learned helplessness was explored, and feelings and opinions of prospective teachers regarding mathematics were revealed. A quantitative pattern was employed in the study and it was found that there were significant differences between prospective teachers from different departments in terms of mathematics anxiety, perceived self-efficacy, and learned helplessness, there was a positive and significant correlation between anxiety and learned helplessness, which had a negative and significant correlation with self-efficacy and anxiety, whereas perceived mathematics self-efficacy had a full mediating effect in the relationship between mathematics anxiety and learned helplessness.