This study determined the mediating effect of academic self-efficacy on the relationship between self-directed learning and problem-solving skills of students in Mathematics. A descriptive-correlational research design was employed. There were 264 Grade 9 respondents in four (4) public secondary schools in the Division of Davao de Oro who were chosen in a stratified random sampling. This study used two standardized and one researcher-made questionnaire. Mean, Pearson r, and mediation analysis using sobel test were used as statistical tools. The extent of self-directed learning of students in terms of learning motivation, planning and implementing, self-monitoring, and interpersonal communication is very highly extensive. The level of problem-solving skills of students in terms of understand the problem, devise a plan, carry out the plan, and look back is high. The level of academic self-efficacy of students in terms of self-regulated learning, persistence, competence, and perceived control is very high. The results revealed that there is a significant relationship between self-directed learning and problem–solving skills of students, academic self-efficacy and problem–solving skills of students, and self-directed learning and academic self-efficacy. The academic self-efficacy significantly mediate the relationship between self-directed learning and problem – solving skills of students with partial mediation. Students need technical assistance from their teachers, parents, and other people around them. The results implied that students who are self-directed and academically self-efficient do well in their problem solving skills.