Aim of this research is to examine effect of STAD (Student Teams-Achievement Divisions) and traditional learning on achievement and self-efficacy in mathematics. Two ninth classes have been randomly selected for treatment and control. The concepts of relation, function and operation were taught over an eight week-period in both groups by the researcher. Quantitative research design was pretest-posttest. We used "Mathematics Achievement Test" and "Scale of Mathematics Self-Efficacy" to measure students' achievement and self-efficacies. We observed that there was a statistical significant difference on students' achievement scores (t(58)=3,91, p<,001) and self-efficacy scores (t(58)=2,289, p<,05) in favor of treatment group. Individual interviews with some students in treatment group have been made and all students' written options in treatment group have been collected to determine the reasons of this effect. These datas have been analyzed using descriptive method.