In this study, the 2012 PISA Turkey student questionnaire data is considered to determine the big fish-little pond effect. The mathematics self-efficacy, self-concept and anxiety affective factors are examined to explain the relation of each of them with the school type, gender, socioeconomic status, student's mathematics achievement and school's mathematics achievement covariates. A total number of 771 students from 88 high schools are in the sample. Factor analyses' results support the construct validity of the Student Questionnaire's mathematics self-efficacy, anxiety and self-concept items. Data set is analyzed with Multiple Indicator Multiple Cause Model and the patterns of association with covariates and affective factors were tested simultaneously. According to the results, Anatolian high school students have a higher mathematics self-efficacy and lower mathematics anxiety than do the general high school students. However, when the student mathematics achievement and school mathematics achievement variables were inserted to the model, school type was not associated with mathematics self-efficacy. Moreover, Anatolian high school student's mathematics anxiety was higher than that of the general high school students. Student's mathematics achievement was the most significant predictor of the mathematics self-efficacy, anxiety and self-concept factors. Finally, school's mathematics achievement was a significant predictor of only mathematics self-concept. The identification of increase in school's mathematics achievement yields a decrease in the student's mathematics self-concept may be considered as the most important result of this study. These results provide evidence about the Anatolian high schools' students experience big fish-little pond effect.