Relationships among motivational constructs from the 2011 Trends in International Mathematics and Science Study (TIMSS 2011) were investigated for eight-graders in all the five participating African countries, representing 38,806 (49 % girls). First, we investigated the psychometric properties (factor structure, reliabilities, method effect, and measurement invariance—country and gender) of the mathematics motivational constructs across the five educational systems. There was empirical support for the multidimensionality of the construct and the TIMSS 2011 motivational construct was largely invariant across cultures. Furthermore, a series of confirmatory factor analyses revealed that there is a need to control method effects associated with negatively worded items in the measurement model. There was support suggesting that in many cultures responses to negatively worded items are systematically different. The factor structures and reliabilities (i.e., confidence and the like mathematics scales) were affected by negatively worded items. Second, the relationships between the constructs, achievements and background variables such as parental education, gender and students’ educational aspirations were investigated. We identified several significant relationships between self-belief and mathematics achievement. Differences in the latent mean achievement and the motivational construct were similar to those that have been described in the literature as “paradoxical” and “perplexing”. Nations with high mathematics achievement seem to have students with more negative mathematics self-belief. Some results extend, whereas others refute the findings of previous research. For instance, the relationship between students’ mathematics confidence and mathematics achievement was lower than the relationship between the value of mathematics and achievement in some countries and it was the reverse in others. However, consistent with cultural stereotypes, boys rated their mathematics competence higher than girls. The findings are discussed with reference to implications for cross-cultural research and practice.