Students' academic performance and learning experiences are crucial in school education, yet their relationships with instructional characteristics remain an open question. The present study examined how cognitive activation and teacher support were associated with students' academic emotions and achievement in math classrooms via domain- and task-specific self-efficacy. In total, 5388 eighth graders from central China participated in this study. Cognitive activation, teacher support, math-related enjoyment and anxiety, and domain- and task-specific self-efficacy were measured with self-reported student questionnaires. The math achievement was measured with a standardized test. Our findings showed that the two instructional characteristics were positively related to math achievement and enjoyment but negatively related to math anxiety, with the mediation effects of task- and domain-specific self-efficacy. In detail, cognitive activation had a stronger relationship with math anxiety through task-specific self-efficacy than domain-specific self-efficacy. Whereas, cognitive activation had a greater linkage with math enjoyment through domain-specific self-efficacy than task-specific self-efficacy. In addition, teacher support had a greater association with learning outcomes through domain-specific self-efficacy than task-specific self-efficacy. The relational mechanism of cognitive activation and teacher support on math achievement and academic emotions were differentially mediated by task- and domain-specific self-efficacy in Chinese math classrooms.