Self-belief in someone’s capability is an important component in learning. Someone who doubts his/her capability or ability may not succeed in accomplishing a given task. Mathematics has been regarded as a difficult subject by many students, and so they try by all means to avoid it. Many students doubt their ability or capability in learning and carrying out mathematics task because they believed that they could not succeed, and this has caused lots of problems and discouragement to the students in learning the subject. This study looked at the students’ self-belief about their capability in learning mathematics, sources that enhance students’ self-beliefs about their mathematics capability, students’ self-belief in their mathematics ability and their achievement. The study uses a correlation. One hundred and forty students of the diploma year two students of a tertiary institution were selected as a sample through random sampling. Two research questions and two hypotheses were stated and used for the study. Instruments for data collection was the questionnaire which was analyzed using the SPSS. The study revealed that i) students’ self-beliefs about their capability in mathematics influence their Ability ii) students’ self-beliefs about their capability in mathematics influence students’ achievement in mathematics.