College mathematics achievement is often influenced by students mathematics self-efficacy and mathematics anxiety. Consequently, instructors strive to build students mathematics self-efficacy or alleviate mathematics anxiety, but instructors lack the tools to reliably, validly, and efficiently assess these constructs. A major goal of this study was to develop a reliable, valid, and efficient questionnaire to assess college students mathematics self-efficacy and mathematics anxiety. This questionnaire, called the Mathematics Self-Efficacy and Anxiety Questionnaire (MSEAQ), was designed to assess each construct as a subscale of the questionnaire. Relationships among students questionnaire responses and individual characteristics such as gender, high school mathematics preparation, and grades in college mathematics courses were examined. Interviews also were conducted with a random sample of the students to determine that the questionnaire was effective in assessing these constructs and to provide more insight into the quantitative findings. The questionnaire was found to be reliable, relatively valid, and efficient to administer. Correlations between items on the questionnaire and items on two other, established questionnaires, provided evidence of construct validity. Furthermore, an exploratory factor analysis of the students questionnaire responses identified five clusters of items (factors) that indicated how the students conceptualized the items: general mathematics self-efficacy, grade anxiety, mathematics self-efficacy on assignments, mathematics for students futures, and self-efficacy and anxiety in class. On the general mathematics self-efficacy factor, students who had passed their most recent precalculus exam were found to have higher mathematics self-efficacy and lower anxiety than students who had failed their most recent precalculus exam, providing additional evidence of construct validity. There were no differences found in MSEAQ scores due to gender or high school mathematics preparation. The mathematics self-efficacy and anxiety questionnaire that resulted from this study merits improvement and continued research. It will benefit researchers who wish to explore relationships among college students mathematics self-efficacy, mathematics anxiety, other student characteristics, and criterion variables such as mathematics achievement. The questionnaire will also benefit instructors who wish to better understand their students mathematics self-efficacy and anxiety in order to increase their students achievement.