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Teacher guidance can positively impact students’ learning interest and mathematical behavior engagement. As a crucial part of classroom teaching, effective teaching styles play an indispensable role in middle school students’ mathematical behavior engagement. This study addresses the gap in understanding how different teaching styles influence junior high school students’ math behavior engagement in China, by examining the underexplored mediating roles of academic self-efficacy and learning interest in this relationship, which are critical yet often overlooked factors in fostering student engagement and improving educational outcomes in mathematics. Students from grades 7 to 9 in six middle schools in Jiangsu Province, China participated in the survey. The results indicate that: (1) academic self-efficacy mediates the relationship between effective teaching styles (humorous and lively style, rigorous and logical style, caring and sharing style) and mathematical behavior engagement among Chinese middle school students; (2) math learning interest mediates the relationship between effective teaching styles (humorous and lively style, rigorous and logical style, caring and sharing style, innovative and exploratory style) and mathematical behavior engagement among Chinese middle school students. Recommendations include encouraging teachers to adopt diverse teaching styles that foster both self-efficacy and interest.